+1,740.7%
HPQ vs STZ
+9,621.1%
-7,880.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.4% |
| 7D | +6.9% | -1.9% | +8.9% | +7.4% |
| 30D | +14.4% | -1.9% | +16.3% | +14.9% |
| 3M | +25.6% | -6.2% | +31.9% | +27.3% |
| 6M | +75.0% | -14.0% | +89.1% | +80.1% |
| YTD | +50.7% | -5.1% | +55.8% | +50.7% |
| 1Y | +18.7% | -9.6% | +28.2% | +19.9% |
| 3Y | +21.5% | -47.2% | +68.8% | +38.3% |
| 5Y | +31.6% | -33.6% | +65.1% | +41.6% |
| 10Y | +216.1% | -9.8% | +225.8% | +213.7% |
| All | +1,740.7% | +9,621.1% | -7,880.4% | +637.7% |
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