-2.0%
STZ vs HBM
-9.1%
+7.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.4% | +6.7% | -1.7% |
| 7D | +11.8% | -11.9% | +23.7% | +9.7% |
| 30D | +26.0% | -23.6% | +49.6% | +21.9% |
| 3M | +11.5% | -20.5% | +32.1% | +8.5% |
| 6M | -2.0% | -7.9% | +5.9% | -3.0% |
| All | -2.0% | -9.1% | +7.1% | -3.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling