+16.3%
STZ vs HRB
+221.6%
-205.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +1.0% |
| 7D | +2.6% | -5.1% | +7.7% | +3.6% |
| 30D | +15.2% | +8.7% | +6.5% | +13.3% |
| 3M | +7.6% | -5.4% | +13.0% | +8.7% |
| 6M | +5.3% | +41.6% | -36.3% | -2.1% |
| YTD | +8.6% | +18.7% | -10.0% | +3.9% |
| 1Y | +15.6% | +16.4% | -0.9% | +10.9% |
| 3Y | -35.2% | +22.0% | -57.1% | -39.6% |
| 5Y | -29.1% | +141.2% | -170.3% | -45.6% |
| All | +16.3% | +221.6% | -205.3% | -21.6% |
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