+7,178.3%
STRL vs HSY
+122.8%
+7,055.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.1% | +3.2% | +3.2% |
| 7D | +10.1% | -1.6% | +11.7% | +10.3% |
| 30D | -8.2% | -4.2% | -4.0% | -7.8% |
| 3M | -43.7% | -0.7% | -43.0% | -44.0% |
| 6M | +27.1% | -21.8% | +48.9% | +31.6% |
| YTD | +64.0% | -2.7% | +66.7% | +63.2% |
| 1Y | +75.2% | -4.8% | +80.0% | +74.7% |
| 3Y | +539.9% | -9.4% | +549.3% | +537.0% |
| 5Y | +2,133.0% | +11.3% | +2,121.7% | +1,889.8% |
| 10Y | +7,178.3% | +125.0% | +7,053.2% | +5,329.6% |
| All | +7,178.3% | +122.8% | +7,055.4% | +5,329.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling