+12.1%
HLT vs STZ
-10.2%
+22.3%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.9% |
| 7D | -3.3% | -1.9% | -1.4% | -3.1% |
| 30D | -4.1% | -1.9% | -2.2% | -3.9% |
| 3M | -7.9% | -6.2% | -1.7% | -7.4% |
| 6M | +2.2% | -14.0% | +16.2% | +3.7% |
| YTD | +8.5% | -5.1% | +13.6% | +9.2% |
| 1Y | +12.1% | -9.6% | +21.7% | +12.7% |
| All | +12.1% | -10.2% | +22.3% | +12.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling