+16.7%
STM vs HSY
-0.5%
+17.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.6% |
| 7D | +12.0% | -2.1% | +14.1% | +11.8% |
| 30D | -0.4% | +6.1% | -6.5% | +0.3% |
| 3M | -13.2% | -5.6% | -7.6% | -12.9% |
| 6M | -26.1% | -9.5% | -16.5% | -25.3% |
| YTD | +81.2% | -2.1% | +83.3% | +80.8% |
| 1Y | +98.3% | +0.8% | +97.5% | +97.0% |
| 3Y | +16.7% | -2.1% | +18.9% | +14.5% |
| All | +16.7% | -0.5% | +17.2% | +14.5% |
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