+128.1%
HSY vs STZ
-13.0%
+141.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.8% |
| 7D | -3.0% | -6.0% | +3.1% | -1.3% |
| 30D | -5.0% | -8.9% | +3.8% | -2.6% |
| 3M | -1.3% | -12.6% | +11.2% | +2.3% |
| 6M | -21.5% | -17.2% | -4.3% | -17.7% |
| YTD | -3.3% | -10.0% | +6.8% | -1.3% |
| 1Y | -5.5% | -14.3% | +8.8% | -2.4% |
| 3Y | -9.9% | -49.9% | +40.0% | +7.4% |
| 5Y | +11.3% | -38.2% | +49.6% | +24.2% |
| 10Y | +128.1% | -12.0% | +140.0% | +121.7% |
| All | +128.1% | -13.0% | +141.1% | +121.7% |
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