+1,573.3%
HWM vs STZ
-14.8%
+1,588.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -5.6% | -5.1% | -8.1% |
| 7D | -9.2% | -7.4% | -1.8% | -5.8% |
| 30D | -17.9% | -10.9% | -7.0% | -13.5% |
| 3M | -6.0% | -13.4% | +7.4% | -0.5% |
| 6M | -7.4% | -16.2% | +8.8% | -1.0% |
| YTD | +13.1% | -10.4% | +23.5% | +15.7% |
| 1Y | +29.3% | -14.8% | +44.1% | +34.6% |
| 3Y | +389.9% | -50.1% | +440.1% | +551.7% |
| 5Y | +655.5% | -38.8% | +694.3% | +767.1% |
| All | +1,573.3% | -14.8% | +1,588.1% | +1,447.6% |
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