+1,773.8%
HWM vs STZ
-9.7%
+1,783.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.2% |
| 7D | -2.1% | -1.9% | -0.2% | -1.2% |
| 30D | -11.0% | -1.9% | -9.1% | -10.5% |
| 3M | +4.0% | -6.2% | +10.3% | +5.9% |
| 6M | -0.2% | -14.0% | +13.8% | +5.3% |
| YTD | +26.7% | -5.1% | +31.8% | +26.0% |
| 1Y | +44.7% | -9.6% | +54.3% | +46.3% |
| 3Y | +426.1% | -47.2% | +473.3% | +580.8% |
| 5Y | +738.5% | -33.6% | +772.1% | +820.2% |
| All | +1,773.8% | -9.7% | +1,783.5% | +1,584.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling