+461.8%
STM vs HSY
+127.3%
+334.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +0.7% |
| 7D | +16.3% | -2.3% | +18.6% | +16.7% |
| 30D | -6.3% | +6.3% | -12.6% | -7.7% |
| 3M | -14.1% | -5.2% | -8.9% | -13.6% |
| 6M | -19.6% | -8.3% | -11.3% | -19.0% |
| YTD | +80.1% | -2.7% | +82.8% | +77.4% |
| 1Y | +95.4% | +0.1% | +95.2% | +90.6% |
| 3Y | +14.7% | -1.0% | +15.7% | +9.8% |
| 5Y | -5.4% | +10.6% | -16.0% | -16.3% |
| All | +461.8% | +127.3% | +334.5% | +400.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling