+1,808.6%
STM vs HSY
+2,987.7%
-1,179.1%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.4% | +4.1% | +4.3% |
| 7D | -10.7% | +7.5% | -18.3% | -12.6% |
| 30D | -25.7% | +11.1% | -36.8% | -28.2% |
| 3M | -21.6% | -1.9% | -19.6% | -21.7% |
| 6M | -27.8% | -3.0% | -24.8% | -28.5% |
| YTD | +61.8% | 0.0% | +61.7% | +58.0% |
| 1Y | +78.1% | +9.4% | +68.7% | +69.3% |
| 3Y | +4.9% | +3.8% | +1.1% | -0.8% |
| 5Y | -14.3% | +15.2% | -29.4% | -22.7% |
| 10Y | +414.1% | +126.9% | +287.2% | +276.9% |
| All | +1,808.6% | +2,987.7% | -1,179.1% | +723.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling