+408.1%
HSY vs STLA
+168.9%
+239.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.5% | +4.9% | +1.6% |
| 7D | +1.1% | -11.6% | +12.7% | +1.8% |
| 30D | +7.7% | -6.2% | +13.8% | +8.0% |
| 3M | -2.3% | -24.6% | +22.3% | -0.8% |
| 6M | -5.3% | -44.9% | +39.6% | -2.2% |
| YTD | -0.9% | -62.3% | +61.4% | +4.3% |
| 1Y | +5.2% | -61.8% | +67.0% | +10.6% |
| 3Y | +0.7% | -75.3% | +76.1% | +7.6% |
| 5Y | +12.2% | -72.5% | +84.7% | +17.9% |
| 10Y | +131.1% | +0.8% | +130.4% | +123.5% |
| All | +408.1% | +168.9% | +239.2% | +364.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling