+1,945.0%
STM vs HSY
+2,916.1%
-971.1%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | -7.9% | +3.8% | -11.7% | -9.0% |
| 30D | -14.1% | +6.9% | -21.0% | -16.1% |
| 3M | -17.6% | -4.1% | -13.5% | -17.4% |
| 6M | -24.2% | -5.0% | -19.2% | -24.6% |
| YTD | +73.3% | -2.3% | +75.6% | +70.2% |
| 1Y | +90.1% | +6.1% | +84.0% | +82.1% |
| 3Y | +10.3% | -0.7% | +11.0% | +5.6% |
| 5Y | -5.7% | +9.9% | -15.6% | -13.9% |
| 10Y | +444.1% | +127.8% | +316.3% | +297.8% |
| All | +1,945.0% | +2,916.1% | -971.1% | +786.6% |
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 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