-32.8%
STZ vs HRB
+126.2%
-159.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.0% | +3.3% | -0.3% |
| 7D | -1.9% | -5.7% | +3.7% | -1.3% |
| 30D | -1.9% | +7.9% | -9.8% | -2.6% |
| 3M | -6.2% | +32.1% | -38.4% | -8.9% |
| 6M | -14.0% | +62.2% | -76.3% | -18.3% |
| YTD | -5.1% | +16.4% | -21.5% | -5.4% |
| 1Y | -9.6% | -0.3% | -9.3% | -7.6% |
| 3Y | -47.2% | +36.0% | -83.3% | -49.5% |
| All | -32.8% | +126.2% | -159.0% | -39.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling