+1,571.8%
HPQ vs STZ
+11,030.9%
-9,459.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.5% |
| 7D | +3.2% | +2.6% | +0.6% | +2.5% |
| 30D | -3.6% | +15.2% | -18.8% | -6.9% |
| 3M | -5.3% | +7.6% | -12.9% | -7.2% |
| 6M | +41.1% | +5.3% | +35.9% | +38.6% |
| YTD | +36.9% | +8.6% | +28.2% | +32.3% |
| 1Y | +23.5% | +15.6% | +8.0% | +17.6% |
| 3Y | +19.6% | -35.2% | +54.7% | +29.3% |
| 5Y | +11.4% | -29.1% | +40.5% | +17.8% |
| 10Y | +160.6% | +12.9% | +147.7% | +145.8% |
| All | +1,571.8% | +11,030.9% | -9,459.1% | +547.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling