+31.5%
HL vs STZ
+11,030.9%
-10,999.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.6% | -2.0% |
| 7D | -11.1% | +2.6% | -13.7% | -11.6% |
| 30D | -12.1% | +15.2% | -27.3% | -14.6% |
| 3M | -26.1% | +7.6% | -33.7% | -27.4% |
| 6M | -37.7% | +5.3% | -43.0% | -38.8% |
| YTD | -31.7% | +8.6% | -40.3% | -33.6% |
| 1Y | -11.6% | +15.6% | -27.2% | -15.2% |
| 3Y | +249.6% | -35.2% | +284.8% | +273.2% |
| 5Y | +108.5% | -29.1% | +137.6% | +118.8% |
| 10Y | +127.0% | +12.9% | +114.0% | +116.6% |
| All | +31.5% | +11,030.9% | -10,999.4% | -16.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling