+1,280.5%
HSY vs STLD
+8,008.3%
-6,727.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.3% |
| 7D | +7.5% | -11.1% | +18.7% | +8.7% |
| 30D | +11.1% | -4.8% | +15.8% | +11.5% |
| 3M | -1.9% | -14.6% | +12.6% | -0.7% |
| 6M | -3.0% | -7.4% | +4.4% | -2.7% |
| YTD | 0.0% | +32.6% | -32.5% | -3.5% |
| 1Y | +9.4% | +47.3% | -37.9% | +4.4% |
| 3Y | +3.8% | +107.5% | -103.8% | -5.6% |
| 5Y | +15.2% | +268.8% | -253.7% | -3.1% |
| 10Y | +126.9% | +883.3% | -756.5% | +65.0% |
| All | +1,280.5% | +8,008.3% | -6,727.8% | +636.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling