+11.3%
HSY vs STZ
-36.5%
+47.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.6% | +5.7% | +1.7% |
| 7D | -1.6% | -7.4% | +5.8% | +0.6% |
| 30D | -4.2% | -10.9% | +6.7% | -1.0% |
| 3M | -0.7% | -13.4% | +12.7% | +3.3% |
| 6M | -21.8% | -16.2% | -5.6% | -18.2% |
| YTD | -2.7% | -10.4% | +7.8% | -0.6% |
| 1Y | -4.8% | -14.8% | +10.0% | -1.6% |
| 3Y | -9.4% | -50.1% | +40.8% | +10.0% |
| 5Y | +11.3% | -38.8% | +50.1% | +26.6% |
| All | +11.3% | -36.5% | +47.8% | +26.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling