+3,988.2%
STRL vs HSY
+122.5%
+3,865.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | -2.6% | +17.6% | +15.2% |
| 7D | -13.3% | +1.3% | -14.7% | -13.6% |
| 30D | -43.3% | +6.6% | -49.9% | -43.9% |
| 3M | -46.9% | -4.1% | -42.8% | -46.7% |
| 6M | -65.6% | -5.2% | -60.3% | -65.7% |
| YTD | -5.1% | -2.5% | -2.5% | -5.8% |
| 1Y | -23.1% | +4.7% | -27.8% | -24.7% |
| 3Y | +346.8% | +0.6% | +346.3% | +327.5% |
| 5Y | +907.2% | +11.7% | +895.5% | +792.6% |
| 10Y | +3,988.2% | +120.0% | +3,868.2% | +2,805.7% |
| All | +3,988.2% | +122.5% | +3,865.7% | +2,805.7% |
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