-9.4%
HSY vs STLA
-65.4%
+56.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.1% | +3.1% | +0.2% |
| 7D | -1.6% | +0.7% | -2.3% | -1.6% |
| 30D | -4.2% | -2.4% | -1.9% | -4.2% |
| 3M | -0.7% | -23.9% | +23.1% | +0.1% |
| 6M | -21.8% | -24.6% | +2.8% | -21.2% |
| YTD | -2.7% | -50.5% | +47.8% | -0.5% |
| 1Y | -4.8% | -39.8% | +35.0% | -4.1% |
| 3Y | -9.4% | -65.6% | +56.3% | -9.5% |
| All | -9.4% | -65.4% | +56.0% | -9.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling