+19.7%
HPQ vs STZ
-50.3%
+70.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -5.6% | +1.1% | -3.5% |
| 7D | -0.5% | -7.4% | +6.9% | +0.8% |
| 30D | +3.7% | -10.9% | +14.6% | +5.7% |
| 3M | +24.3% | -13.4% | +37.7% | +27.2% |
| 6M | +64.8% | -16.2% | +81.0% | +68.5% |
| YTD | +43.9% | -10.4% | +54.4% | +43.5% |
| 1Y | +11.7% | -14.8% | +26.4% | +12.8% |
| 3Y | +19.7% | -50.1% | +69.8% | +26.2% |
| All | +19.7% | -50.3% | +70.0% | +26.2% |
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