+124.1%
HL vs STZ
-28.3%
+152.3%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.9% |
| 7D | -5.6% | -0.9% | -4.6% | -5.3% |
| 30D | -16.2% | +14.9% | -31.1% | -19.2% |
| 3M | -20.5% | +8.4% | -28.9% | -22.4% |
| 6M | -31.7% | +2.8% | -34.5% | -32.5% |
| YTD | -26.4% | +7.5% | -33.9% | -29.5% |
| 1Y | -4.3% | +12.5% | -16.9% | -9.9% |
| 3Y | +276.9% | -35.4% | +312.3% | +338.4% |
| 5Y | +124.1% | -29.3% | +153.4% | +153.5% |
| All | +124.1% | -28.3% | +152.3% | +153.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded STZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling