+1,524.1%
HWM vs STZ
+3.4%
+1,520.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.8% | +4.3% | +3.3% |
| 7D | +3.4% | +4.9% | -1.5% | +1.0% |
| 30D | -7.5% | +20.9% | -28.4% | -15.7% |
| 3M | -28.9% | +8.0% | -36.9% | -32.0% |
| 6M | -19.6% | -5.3% | -14.3% | -19.1% |
| YTD | +0.6% | +5.9% | -5.3% | -5.5% |
| 1Y | +0.3% | +14.2% | -13.9% | -9.7% |
| 3Y | +326.1% | -37.0% | +363.1% | +400.5% |
| 5Y | +525.2% | -29.7% | +554.9% | +571.8% |
| All | +1,524.1% | +3.4% | +1,520.7% | +1,291.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling