+8.3%
HSY vs STZ
+14.7%
-6.4%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.3% | -1.2% | +2.7% |
| 7D | +6.6% | +13.0% | -6.4% | +3.2% |
| 30D | +8.4% | +29.4% | -21.0% | +2.2% |
| 3M | -1.8% | +11.6% | -13.4% | -4.5% |
| 6M | -2.6% | -0.2% | -2.4% | -3.9% |
| YTD | -2.0% | +8.6% | -10.5% | -3.6% |
| 1Y | +8.3% | +15.9% | -7.6% | +3.8% |
| All | +8.3% | +14.7% | -6.4% | +3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 1y: compounded portfolio wealth divided by compounded STZ 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…
1y analysis · Full analysis span regression · 6 months rolling