-32.8%
STZ vs HBM
+349.4%
-382.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.6% |
| 7D | -1.9% | -6.4% | +4.4% | -1.5% |
| 30D | -1.9% | +5.9% | -7.8% | -2.3% |
| 3M | -6.2% | -8.9% | +2.7% | -6.0% |
| 6M | -14.0% | +10.7% | -24.7% | -15.4% |
| YTD | -5.1% | +38.3% | -43.4% | -8.6% |
| 1Y | -9.6% | +121.3% | -130.9% | -16.2% |
| 3Y | -47.2% | +450.6% | -497.8% | -55.7% |
| All | -32.8% | +349.4% | -382.1% | -44.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling