+97.4%
STM vs HSY
-3.3%
+100.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | +5.2% | -1.6% | +6.8% | +4.8% |
| 30D | -7.4% | -4.2% | -3.1% | -8.4% |
| 3M | -30.6% | -0.7% | -29.9% | -30.6% |
| 6M | +66.4% | -21.8% | +88.2% | +67.5% |
| YTD | +101.1% | -2.7% | +103.8% | +99.4% |
| 1Y | +97.4% | -4.8% | +102.2% | +98.3% |
| All | +97.4% | -3.3% | +100.7% | +98.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling