+1,387.4%
HWM vs STZ
+0.8%
+1,386.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.8% | +4.2% | +3.2% |
| 7D | +3.3% | +4.9% | -1.6% | +1.0% |
| 30D | -7.6% | +20.9% | -28.5% | -15.8% |
| 3M | -28.9% | +8.0% | -36.9% | -32.0% |
| 6M | -19.7% | -5.3% | -14.4% | -19.1% |
| YTD | +0.5% | +5.9% | -5.4% | -5.5% |
| 1Y | +0.3% | +14.2% | -14.0% | -9.7% |
| 3Y | +325.8% | -37.0% | +362.8% | +399.9% |
| 5Y | +524.7% | -29.7% | +554.5% | +571.4% |
| 10Y | +1,491.8% | +5.2% | +1,486.6% | +1,251.0% |
| All | +1,387.4% | +0.8% | +1,386.6% | +1,164.0% |
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