+15.6%
STZ vs HRB
+13.5%
+2.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +0.8% |
| 7D | +2.6% | -5.1% | +7.7% | +2.8% |
| 30D | +15.2% | +8.7% | +6.5% | +15.2% |
| 3M | +7.6% | -5.4% | +13.0% | +7.1% |
| 6M | +5.3% | +41.6% | -36.3% | +8.8% |
| YTD | +8.6% | +18.7% | -10.0% | +13.3% |
| 1Y | +15.6% | +16.4% | -0.9% | +20.9% |
| All | +15.6% | +13.5% | +2.0% | +20.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling