+132.4%
HOOD vs STZ
-30.8%
+163.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.8% | +5.0% | +3.6% |
| 7D | -4.8% | +4.9% | -9.7% | -5.9% |
| 30D | -26.1% | +20.9% | -47.0% | -29.7% |
| 3M | -10.8% | +8.0% | -18.8% | -12.8% |
| 6M | +2.4% | -5.3% | +7.6% | +3.5% |
| YTD | -28.5% | +5.9% | -34.4% | -32.5% |
| 1Y | -36.3% | +14.2% | -50.5% | -42.2% |
| 3Y | +743.7% | -37.0% | +780.7% | +872.8% |
| 5Y | +118.6% | -29.7% | +148.3% | +152.9% |
| All | +132.4% | -30.8% | +163.2% | +140.5% |
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