+399.6%
HSY vs STLA
+189.2%
+210.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.6% |
| 7D | +1.3% | -6.4% | +7.7% | +1.7% |
| 30D | +6.6% | -1.3% | +7.9% | +6.6% |
| 3M | -4.1% | -19.9% | +15.8% | -3.0% |
| 6M | -5.2% | -42.9% | +37.6% | -2.3% |
| YTD | -2.5% | -59.4% | +56.9% | +2.1% |
| 1Y | +4.7% | -56.8% | +61.6% | +9.2% |
| 3Y | +0.6% | -73.1% | +73.6% | +6.9% |
| 5Y | +11.7% | -70.1% | +81.8% | +16.7% |
| 10Y | +120.0% | +19.8% | +100.2% | +111.2% |
| All | +399.6% | +189.2% | +210.4% | +354.6% |
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