+237.2%
HPE vs STZ
-35.4%
+272.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.1% |
| 7D | +13.6% | 0.0% | +13.6% | +13.6% |
| 30D | -27.1% | +14.7% | -41.8% | -25.9% |
| 3M | -14.5% | +8.8% | -23.3% | -13.0% |
| 6M | +66.9% | +3.1% | +63.9% | +70.0% |
| YTD | +111.3% | +7.9% | +103.4% | +112.5% |
| 1Y | +117.5% | +14.2% | +103.3% | +117.3% |
| All | +237.2% | -35.4% | +272.6% | +244.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling