+575.2%
HLT vs STZ
-11.3%
+586.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.4% |
| 7D | -1.6% | -4.5% | +2.9% | 0.0% |
| 30D | -5.0% | -8.6% | +3.6% | -2.1% |
| 3M | -10.4% | -13.8% | +3.4% | -6.0% |
| 6M | +3.2% | -17.2% | +20.4% | +9.4% |
| YTD | +6.7% | -9.4% | +16.1% | +8.7% |
| 1Y | +10.3% | -11.9% | +22.1% | +13.1% |
| 3Y | +99.3% | -49.6% | +148.9% | +148.5% |
| 5Y | +143.7% | -37.2% | +180.9% | +173.0% |
| All | +575.2% | -11.3% | +586.6% | +561.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling