+636.8%
HLT vs STZ
+107.3%
+529.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.4% | +0.7% |
| 7D | -1.5% | -6.0% | +4.6% | +0.7% |
| 30D | -1.2% | -8.9% | +7.6% | +1.9% |
| 3M | -10.3% | -12.6% | +2.2% | -6.5% |
| 6M | +1.3% | -17.2% | +18.5% | +7.4% |
| YTD | +7.0% | -10.0% | +17.0% | +9.4% |
| 1Y | +11.9% | -14.3% | +26.2% | +16.0% |
| 3Y | +100.7% | -49.9% | +150.6% | +150.3% |
| 5Y | +147.5% | -38.2% | +185.8% | +179.6% |
| 10Y | +586.5% | -12.0% | +598.5% | +547.1% |
| All | +636.8% | +107.3% | +529.5% | +459.3% |
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 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