Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • STRL vs HSY✓SelectedUSD · HSYSTRL vs HSY performance historyLatest closeAs of+3.47%11/06
Stock and ETF performance explorer

STRL vs HSY

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+10,012.8%
HSY return
+3,776.4%
Excess return
+6,236.4%
Maximum drawdown
-92.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioHSYExcessAlpha
1D+3.5%+0.4%+3.1%+3.4%
7D-26.9%+7.5%-34.4%-27.9%
30D-52.7%+11.1%-63.7%-53.7%
3M-52.8%-1.9%-50.9%-52.9%
6M-71.5%-3.0%-68.5%-71.7%
YTD-17.4%0.0%-17.5%-18.6%
1Y-35.0%+9.4%-44.4%-37.0%
3Y+239.2%+3.8%+235.5%+224.2%
5Y+830.2%+15.2%+815.0%+761.0%
10Y+3,574.7%+126.9%+3,447.9%+2,850.0%
All+10,012.8%+3,776.4%+6,236.4%+5,184.7%

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 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