+71.6%
HST vs STZ
-29.7%
+101.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.4% |
| 7D | -2.7% | +4.9% | -7.6% | -3.9% |
| 30D | +10.7% | +20.9% | -10.2% | +5.0% |
| 3M | +6.3% | +8.0% | -1.7% | +3.7% |
| 6M | +19.0% | -5.3% | +24.3% | +20.2% |
| YTD | +47.0% | +5.9% | +41.1% | +42.1% |
| 1Y | +53.4% | +14.2% | +39.2% | +44.3% |
| 3Y | +78.0% | -37.0% | +115.0% | +99.7% |
| All | +71.6% | -29.7% | +101.3% | +66.2% |
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