+2,966.0%
HST vs STZ
+10,752.7%
-7,786.7%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.5% |
| 7D | -2.7% | +4.9% | -7.6% | -4.2% |
| 30D | +10.7% | +20.9% | -10.2% | +4.1% |
| 3M | +6.3% | +8.0% | -1.7% | +3.2% |
| 6M | +19.0% | -5.3% | +24.3% | +20.0% |
| YTD | +47.0% | +5.9% | +41.1% | +42.1% |
| 1Y | +53.4% | +14.2% | +39.2% | +44.6% |
| 3Y | +78.0% | -37.0% | +115.0% | +98.5% |
| 5Y | +71.7% | -29.7% | +101.4% | +84.0% |
| 10Y | +146.2% | +5.2% | +141.0% | +129.6% |
| All | +2,966.0% | +10,752.7% | -7,786.7% | +947.7% |
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