+2,621.5%
HST vs STZ
+9,621.1%
-6,999.6%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.5% |
| 7D | -1.0% | -1.9% | +0.9% | -0.4% |
| 30D | -12.3% | -1.9% | -10.4% | -11.9% |
| 3M | -6.4% | -6.2% | -0.1% | -4.8% |
| 6M | +15.0% | -14.0% | +29.0% | +19.7% |
| YTD | +30.5% | -5.1% | +35.6% | +31.0% |
| 1Y | +35.7% | -9.6% | +45.2% | +37.8% |
| 3Y | +68.4% | -47.2% | +115.6% | +99.3% |
| 5Y | +73.1% | -33.6% | +106.7% | +89.4% |
| 10Y | +92.7% | -9.8% | +102.5% | +89.0% |
| All | +2,621.5% | +9,621.1% | -6,999.6% | +866.2% |
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 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