+122.5%
HSY vs STLD
+1,087.1%
-964.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.9% |
| 7D | -3.3% | +3.1% | -6.4% | -3.6% |
| 30D | -2.8% | -9.0% | +6.2% | -2.0% |
| 3M | -4.5% | -12.4% | +7.9% | -3.5% |
| 6M | -24.2% | +25.5% | -49.7% | -26.3% |
| YTD | -2.7% | +43.6% | -46.3% | -6.7% |
| 1Y | -3.7% | +87.2% | -90.9% | -10.3% |
| 3Y | -11.5% | +135.2% | -146.7% | -20.8% |
| 5Y | +10.3% | +290.9% | -280.5% | -9.9% |
| All | +122.5% | +1,087.1% | -964.6% | +43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 10y: compounded portfolio wealth divided by compounded STLD 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…
10y analysis · Full analysis span regression · 6 months rolling