+127.8%
HSY vs STLA
+12.4%
+115.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.6% | +3.9% | +0.6% |
| 7D | +3.8% | -4.9% | +8.7% | +4.3% |
| 30D | +6.9% | -4.9% | +11.8% | +7.2% |
| 3M | -4.1% | -23.7% | +19.6% | -2.1% |
| 6M | -5.0% | -45.0% | +40.0% | -0.4% |
| YTD | -2.3% | -60.9% | +58.6% | +5.0% |
| 1Y | +6.1% | -58.9% | +65.0% | +13.3% |
| 3Y | -0.7% | -74.4% | +73.8% | +9.5% |
| 5Y | +9.9% | -71.5% | +81.4% | +17.8% |
| 10Y | +127.8% | +5.3% | +122.6% | +114.9% |
| All | +127.8% | +12.4% | +115.4% | +114.9% |
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