+249.3%
HL vs STZ
-38.0%
+287.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.8% |
| 7D | +0.4% | -6.0% | +6.4% | +2.2% |
| 30D | +18.8% | -8.9% | +27.7% | +21.8% |
| 3M | +43.7% | -12.6% | +56.3% | +48.7% |
| 6M | -1.0% | -17.2% | +16.2% | +3.6% |
| YTD | +8.7% | -10.0% | +18.7% | +9.3% |
| 1Y | +105.0% | -14.3% | +119.3% | +109.4% |
| 3Y | +427.3% | -49.9% | +477.2% | +577.8% |
| 5Y | +249.3% | -38.2% | +287.5% | +291.7% |
| All | +249.3% | -38.0% | +287.3% | +291.7% |
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