+131.1%
HSY vs STZ
+12.8%
+118.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.7% |
| 7D | +1.1% | -0.9% | +2.0% | +1.3% |
| 30D | +7.7% | +14.9% | -7.2% | +3.4% |
| 3M | -2.3% | +8.4% | -10.7% | -4.7% |
| 6M | -5.3% | +2.8% | -8.1% | -6.5% |
| YTD | -0.9% | +7.5% | -8.4% | -4.0% |
| 1Y | +5.2% | +12.5% | -7.3% | +0.4% |
| 3Y | +0.7% | -35.4% | +36.2% | +11.7% |
| 5Y | +12.2% | -29.3% | +41.5% | +20.4% |
| 10Y | +131.1% | +11.8% | +119.3% | +116.4% |
| All | +131.1% | +12.8% | +118.3% | +116.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling