+2,285.7%
STM vs HSY
+2,902.2%
-616.5%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.0% | +2.2% |
| 7D | +5.8% | -3.3% | +9.1% | +6.7% |
| 30D | -1.0% | -2.8% | +1.8% | -0.4% |
| 3M | -33.3% | -4.5% | -28.8% | -33.1% |
| 6M | +57.4% | -24.2% | +81.6% | +67.8% |
| YTD | +102.2% | -2.7% | +104.9% | +100.2% |
| 1Y | +99.6% | -3.7% | +103.3% | +97.7% |
| 3Y | +14.5% | -11.5% | +26.0% | +14.1% |
| 5Y | +21.4% | +10.3% | +11.0% | +11.3% |
| 10Y | +695.0% | +122.1% | +572.8% | +489.6% |
| All | +2,285.7% | +2,902.2% | -616.5% | +942.4% |
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