+71.7%
HST vs STZ
-33.3%
+105.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.5% |
| 7D | -1.0% | -1.9% | +0.9% | -0.5% |
| 30D | -12.3% | -1.9% | -10.4% | -11.9% |
| 3M | -6.4% | -6.2% | -0.1% | -5.0% |
| 6M | +15.0% | -14.0% | +29.0% | +19.3% |
| YTD | +30.5% | -5.1% | +35.6% | +30.3% |
| 1Y | +35.7% | -9.6% | +45.2% | +37.2% |
| 3Y | +68.4% | -47.2% | +115.6% | +101.3% |
| All | +71.7% | -33.3% | +105.0% | +82.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling