+3.2%
HSY vs STZ
-37.0%
+40.2%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +0.9% |
| 7D | +7.5% | +4.9% | +2.6% | +6.0% |
| 30D | +11.1% | +20.9% | -9.8% | +5.3% |
| 3M | -1.9% | +8.0% | -9.9% | -4.3% |
| 6M | -3.0% | -5.3% | +2.3% | -2.1% |
| YTD | 0.0% | +5.9% | -5.9% | -2.9% |
| 1Y | +9.4% | +14.2% | -4.8% | +3.4% |
| All | +3.2% | -37.0% | +40.2% | +13.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling