+1,058.0%
STZ vs HBM
+435.3%
+622.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.4% | +6.7% | +0.1% |
| 7D | +11.8% | -11.9% | +23.7% | +13.1% |
| 30D | +26.0% | -23.6% | +49.6% | +29.1% |
| 3M | +11.5% | -20.5% | +32.1% | +13.5% |
| 6M | -2.0% | -7.9% | +5.9% | -2.8% |
| YTD | +7.9% | +3.8% | +4.1% | +4.7% |
| 1Y | +13.9% | +31.7% | -17.8% | +7.5% |
| 3Y | -35.8% | +342.4% | -378.2% | -48.8% |
| 5Y | -28.4% | +205.5% | -233.9% | -42.4% |
| 10Y | +7.1% | +379.4% | -372.4% | -27.9% |
| All | +1,058.0% | +435.3% | +622.7% | +589.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling