+200.7%
STT vs HSY
-9.5%
+210.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | +2.2% | -1.6% | +3.7% | +2.2% |
| 30D | +3.9% | -4.2% | +8.1% | +4.1% |
| 3M | +19.2% | -0.7% | +19.9% | +19.0% |
| 6M | +60.4% | -21.8% | +82.2% | +63.3% |
| YTD | +51.5% | -2.7% | +54.1% | +50.5% |
| 1Y | +76.3% | -4.8% | +81.1% | +75.5% |
| 3Y | +200.7% | -9.4% | +210.1% | +197.6% |
| All | +200.7% | -9.5% | +210.2% | +197.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling