+151.9%
HPQ vs STZ
+12.6%
+139.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | -1.9% | 0.0% | -1.9% | -1.9% |
| 30D | -5.7% | +14.7% | -20.4% | -11.1% |
| 3M | -0.4% | +8.8% | -9.2% | -4.3% |
| 6M | +40.0% | +3.1% | +37.0% | +36.8% |
| YTD | +34.6% | +7.9% | +26.7% | +26.4% |
| 1Y | +20.4% | +14.2% | +6.2% | +9.9% |
| 3Y | +18.3% | -35.2% | +53.5% | +36.4% |
| 5Y | +9.6% | -29.6% | +39.2% | +20.1% |
| All | +151.9% | +12.6% | +139.3% | +129.5% |
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