+128.1%
HSY vs STLA
+46.8%
+81.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.2% | -0.5% |
| 7D | -3.0% | +0.4% | -3.3% | -3.0% |
| 30D | -5.0% | -5.2% | +0.2% | -4.7% |
| 3M | -1.3% | -24.9% | +23.6% | +0.9% |
| 6M | -21.5% | -25.2% | +3.7% | -19.9% |
| YTD | -3.3% | -51.4% | +48.2% | +2.1% |
| 1Y | -5.5% | -40.7% | +35.2% | -2.5% |
| 3Y | -9.9% | -66.3% | +56.3% | -3.3% |
| 5Y | +11.3% | -63.2% | +74.6% | +16.5% |
| 10Y | +128.1% | +48.7% | +79.3% | +110.4% |
| All | +128.1% | +46.8% | +81.3% | +110.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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