+99.8%
HST vs STZ
-14.3%
+114.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.6% | +5.7% | +2.4% |
| 7D | +2.0% | -7.4% | +9.4% | +5.2% |
| 30D | -5.2% | -10.9% | +5.6% | -0.8% |
| 3M | -6.2% | -13.4% | +7.2% | -1.0% |
| 6M | +20.4% | -16.2% | +36.6% | +28.1% |
| YTD | +30.6% | -10.4% | +41.1% | +33.8% |
| 1Y | +37.4% | -14.8% | +52.1% | +43.1% |
| 3Y | +66.1% | -50.1% | +116.3% | +115.9% |
| 5Y | +73.7% | -38.8% | +112.5% | +100.4% |
| 10Y | +99.8% | -14.1% | +113.9% | +98.4% |
| All | +99.8% | -14.3% | +114.1% | +98.4% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling