+644.6%
STM vs HSY
+130.0%
+514.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.2% | -2.8% | -1.8% |
| 7D | -1.1% | -0.4% | -0.6% | -1.0% |
| 30D | -7.8% | -3.4% | -4.4% | -7.2% |
| 3M | -28.2% | -0.5% | -27.7% | -28.7% |
| 6M | +52.0% | -19.1% | +71.1% | +59.1% |
| YTD | +96.4% | -2.1% | +98.4% | +93.7% |
| 1Y | +98.8% | -3.2% | +102.1% | +96.4% |
| 3Y | +18.3% | -8.8% | +27.1% | +16.9% |
| 5Y | +17.7% | +13.0% | +4.7% | +3.1% |
| All | +644.6% | +130.0% | +514.6% | +455.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HSY.
Daily Out/Under-Performance
Portfolio return minus HSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HSY 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded HSY 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling