+243.8%
HPQ vs STZ
-11.3%
+255.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -1.1% | +9.5% | +8.9% |
| 7D | +9.8% | -4.5% | +14.2% | +11.8% |
| 30D | +22.4% | -8.6% | +30.9% | +26.7% |
| 3M | +45.2% | -13.8% | +58.9% | +53.6% |
| 6M | +96.4% | -17.2% | +113.6% | +109.2% |
| YTD | +65.4% | -9.4% | +74.8% | +67.4% |
| 1Y | +31.6% | -11.9% | +43.4% | +34.3% |
| 3Y | +37.0% | -49.6% | +86.6% | +76.4% |
| 5Y | +53.0% | -37.2% | +90.2% | +75.2% |
| All | +243.8% | -11.3% | +255.2% | +242.3% |
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