+398.6%
HSY vs STLA
+263.8%
+134.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.2% |
| 7D | -3.3% | +2.6% | -5.9% | -3.5% |
| 30D | -2.8% | -1.2% | -1.6% | -2.8% |
| 3M | -4.5% | -24.8% | +20.3% | -3.0% |
| 6M | -24.2% | -25.6% | +1.4% | -23.1% |
| YTD | -2.7% | -48.9% | +46.2% | +0.7% |
| 1Y | -3.7% | -38.8% | +35.0% | -1.8% |
| 3Y | -11.5% | -64.5% | +53.1% | -7.4% |
| 5Y | +10.3% | -62.4% | +72.8% | +13.9% |
| 10Y | +122.1% | +55.4% | +66.7% | +110.4% |
| All | +398.6% | +263.8% | +134.8% | +348.2% |
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