+137.9%
HST vs STZ
+12.5%
+125.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.5% | +0.2% | +1.7% |
| 7D | -1.1% | +3.4% | -4.6% | -2.5% |
| 30D | +11.6% | +19.6% | -8.0% | +3.3% |
| 3M | +9.5% | +8.0% | +1.5% | +5.4% |
| 6M | +18.9% | -0.3% | +19.2% | +17.8% |
| YTD | +51.0% | +8.6% | +42.4% | +42.1% |
| 1Y | +53.0% | +17.3% | +35.6% | +38.6% |
| 3Y | +87.5% | -34.7% | +122.2% | +115.8% |
| 5Y | +76.7% | -27.6% | +104.3% | +89.9% |
| 10Y | +137.9% | +11.8% | +126.1% | +120.8% |
| All | +137.9% | +12.5% | +125.4% | +120.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling