-37.0%
STZ vs HBM
+348.5%
-385.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.4% | -1.8% |
| 7D | +4.9% | -3.6% | +8.5% | +5.0% |
| 30D | +20.9% | -19.2% | +40.0% | +21.4% |
| 3M | +8.0% | -20.5% | +28.5% | +8.3% |
| 6M | -5.3% | -12.8% | +7.5% | -6.0% |
| YTD | +5.9% | +5.4% | +0.5% | +3.1% |
| 1Y | +14.2% | +33.0% | -18.7% | +9.3% |
| 3Y | -37.0% | +357.3% | -394.3% | -47.0% |
| All | -37.0% | +348.5% | -385.5% | -47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 3y: compounded portfolio wealth divided by compounded HBM 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…
3y analysis · Full analysis span regression · 6 months rolling