+124.4%
HSY vs STZ
+13.4%
+111.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.4% |
| 7D | -2.1% | +2.6% | -4.7% | -2.9% |
| 30D | +6.1% | +15.2% | -9.1% | +1.8% |
| 3M | -5.6% | +7.6% | -13.3% | -7.8% |
| 6M | -9.5% | +5.3% | -14.8% | -11.3% |
| YTD | -2.1% | +8.6% | -10.7% | -5.4% |
| 1Y | +0.8% | +15.6% | -14.8% | -4.6% |
| 3Y | -2.1% | -35.2% | +33.0% | +8.4% |
| 5Y | +11.2% | -29.1% | +40.3% | +19.2% |
| All | +124.4% | +13.4% | +111.0% | +106.1% |
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