+11.3%
HSY vs STLA
-62.5%
+73.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.5% |
| 6M | -21.8% | -24.6% | +2.8% | -20.9% |
| YTD | -2.7% | -50.5% | +47.8% | +0.3% |
| 1Y | -4.8% | -39.8% | +35.0% | -3.4% |
| 3Y | -9.4% | -65.6% | +56.3% | -5.8% |
| 5Y | +11.3% | -62.1% | +73.4% | +13.7% |
| All | +11.3% | -62.5% | +73.8% | +13.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling