+4.4%
HWM vs STZ
+14.7%
-10.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +5.3% | -9.6% | -3.9% |
| 7D | +9.4% | +13.0% | -3.6% | +10.2% |
| 30D | -7.0% | +29.4% | -36.4% | -6.4% |
| 3M | -25.9% | +11.6% | -37.5% | -25.3% |
| 6M | -10.8% | -0.2% | -10.6% | -9.9% |
| YTD | +4.3% | +8.6% | -4.2% | +4.7% |
| 1Y | +4.4% | +15.9% | -11.5% | +6.1% |
| All | +4.4% | +14.7% | -10.3% | +6.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling