+266.4%
STT vs HSY
+124.3%
+142.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.2% |
| 7D | +1.0% | -3.0% | +3.9% | +1.9% |
| 30D | +2.8% | -5.0% | +7.8% | +4.3% |
| 3M | +18.1% | -1.3% | +19.4% | +17.9% |
| 6M | +59.2% | -21.5% | +80.7% | +70.3% |
| YTD | +51.5% | -3.3% | +54.7% | +50.2% |
| 1Y | +75.7% | -5.5% | +81.2% | +74.9% |
| 3Y | +200.8% | -9.9% | +210.7% | +198.8% |
| 5Y | +155.8% | +11.3% | +144.4% | +125.0% |
| 10Y | +266.4% | +128.1% | +138.3% | +175.5% |
| All | +266.4% | +124.3% | +142.1% | +175.5% |
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