+19,359.6%
STRL vs HSY
+3,669.1%
+15,690.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.1% | +6.8% | +5.9% |
| 7D | +3.4% | -3.3% | +6.7% | +4.0% |
| 30D | -9.2% | -2.8% | -6.4% | -8.9% |
| 3M | -51.0% | -4.5% | -46.6% | -51.0% |
| 6M | +15.8% | -24.2% | +40.0% | +20.7% |
| YTD | +58.9% | -2.7% | +61.6% | +58.0% |
| 1Y | +68.5% | -3.7% | +72.3% | +67.5% |
| 3Y | +485.2% | -11.5% | +496.7% | +480.3% |
| 5Y | +2,005.1% | +10.3% | +1,994.8% | +1,872.1% |
| 10Y | +7,118.0% | +122.1% | +6,995.8% | +5,736.4% |
| All | +19,359.6% | +3,669.1% | +15,690.5% | +10,161.8% |
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