+12.5%
STZ vs HRB
+252.0%
-239.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +5.3% | -4.0% | +9.4% | +6.2% |
| 30D | +19.6% | +15.8% | +3.8% | +16.2% |
| 3M | +10.0% | +12.0% | -2.1% | +7.3% |
| 6M | -0.3% | +40.7% | -41.0% | -7.1% |
| YTD | +8.6% | +21.0% | -12.4% | +3.5% |
| 1Y | +16.6% | +11.7% | +4.9% | +13.0% |
| 3Y | -34.8% | +25.0% | -59.7% | -39.5% |
| 5Y | -27.8% | +141.0% | -168.9% | -44.4% |
| 10Y | +12.5% | +241.3% | -228.8% | -24.3% |
| All | +12.5% | +252.0% | -239.5% | -24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 10y: compounded portfolio wealth divided by compounded HRB 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…
10y analysis · Full analysis span regression · 6 months rolling