-5.3%
STZ vs HRB
+79.9%
-85.2%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.2% | +2.4% | -1.1% |
| 7D | +4.9% | +2.7% | +2.2% | +4.5% |
| 30D | +20.9% | +22.1% | -1.2% | +17.7% |
| 3M | +8.0% | +15.7% | -7.7% | +6.5% |
| 6M | -5.3% | +83.3% | -88.6% | -7.8% |
| All | -5.3% | +79.9% | -85.2% | -7.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling