+237.0%
HOOD vs STZ
-41.5%
+278.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -5.6% | +1.7% | -2.4% |
| 7D | +13.4% | -7.4% | +20.7% | +15.7% |
| 30D | +25.8% | -10.9% | +36.7% | +29.5% |
| 3M | +38.0% | -13.4% | +51.4% | +42.5% |
| 6M | +52.2% | -16.2% | +68.4% | +57.7% |
| YTD | +3.7% | -10.4% | +14.2% | +2.4% |
| 1Y | +0.1% | -14.8% | +14.8% | +0.7% |
| 3Y | +992.6% | -50.1% | +1,042.7% | +1,279.5% |
| 5Y | +193.0% | -38.8% | +231.8% | +252.4% |
| All | +237.0% | -41.5% | +278.5% | +264.6% |
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