+536.9%
HWM vs STZ
-29.7%
+566.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.8% | +4.2% | +2.7% |
| 7D | +3.3% | +4.9% | -1.6% | +2.4% |
| 30D | -7.6% | +20.9% | -28.5% | -10.9% |
| 3M | -28.9% | +8.0% | -36.9% | -30.0% |
| 6M | -19.7% | -5.3% | -14.4% | -19.0% |
| YTD | +0.5% | +5.9% | -5.4% | -1.9% |
| 1Y | +0.3% | +14.2% | -14.0% | -4.2% |
| 3Y | +325.8% | -37.0% | +362.8% | +370.9% |
| All | +536.9% | -29.7% | +566.7% | +492.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling