-5.3%
STZ vs HBM
-11.9%
+6.7%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.4% | -1.5% |
| 7D | +4.9% | -3.6% | +8.5% | +4.3% |
| 30D | +20.9% | -19.2% | +40.0% | +17.5% |
| 3M | +8.0% | -20.5% | +28.5% | +4.9% |
| 6M | -5.3% | -12.8% | +7.5% | -5.9% |
| All | -5.3% | -11.9% | +6.7% | -5.9% |
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