+20.4%
HPQ vs STZ
+12.7%
+7.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.3% |
| 7D | -1.9% | 0.0% | -1.9% | -1.9% |
| 30D | -5.7% | +14.7% | -20.4% | -5.9% |
| 3M | -0.4% | +8.8% | -9.2% | -0.8% |
| 6M | +40.0% | +3.1% | +37.0% | +38.8% |
| YTD | +34.6% | +7.9% | +26.7% | +26.1% |
| 1Y | +20.4% | +14.2% | +6.2% | +12.8% |
| All | +20.4% | +12.7% | +7.7% | +12.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling