+120.0%
HSY vs STLD
+779.4%
-659.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.1% | -4.7% | -2.8% |
| 7D | +1.3% | -9.7% | +11.0% | +2.2% |
| 30D | +6.6% | -4.5% | +11.1% | +6.9% |
| 3M | -4.1% | -13.1% | +9.0% | -3.1% |
| 6M | -5.2% | -2.8% | -2.5% | -5.5% |
| YTD | -2.5% | +35.3% | -37.9% | -6.3% |
| 1Y | +4.7% | +51.4% | -46.6% | -0.5% |
| 3Y | +0.6% | +117.9% | -117.4% | -9.5% |
| 5Y | +11.7% | +272.6% | -260.9% | -8.8% |
| 10Y | +120.0% | +782.2% | -662.2% | +41.6% |
| All | +120.0% | +779.4% | -659.4% | +41.6% |
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