+7.5%
HWM vs STZ
+15.1%
-7.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.0% | +3.2% | +2.2% |
| 7D | +5.0% | -0.9% | +5.9% | +4.9% |
| 30D | +1.5% | +14.9% | -13.4% | +2.1% |
| 3M | -20.3% | +8.4% | -28.8% | -19.8% |
| 6M | -18.0% | +2.8% | -20.8% | -17.4% |
| YTD | +9.5% | +7.5% | +2.0% | +9.8% |
| 1Y | +7.5% | +12.5% | -5.1% | +9.3% |
| All | +7.5% | +15.1% | -7.6% | +9.3% |
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