+19.6%
STM vs HSY
-9.9%
+29.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.8% |
| 7D | +1.7% | -3.0% | +4.6% | +1.6% |
| 30D | -5.2% | -5.0% | -0.1% | -5.3% |
| 3M | -29.6% | -1.3% | -28.3% | -29.8% |
| 6M | +54.4% | -21.5% | +75.9% | +57.1% |
| YTD | +99.5% | -3.3% | +102.8% | +98.2% |
| 1Y | +100.8% | -5.5% | +106.2% | +99.9% |
| All | +19.6% | -9.9% | +29.5% | +21.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling