+106.9%
STT vs HSY
+11.5%
+95.5%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | +0.1% | +1.3% |
| 7D | +0.4% | +1.1% | -0.7% | +0.3% |
| 30D | -0.4% | +7.7% | -8.1% | -1.3% |
| 3M | -6.5% | -2.3% | -4.2% | -6.3% |
| 6M | +17.2% | -5.3% | +22.5% | +17.6% |
| YTD | +38.2% | -0.9% | +39.1% | +36.8% |
| 1Y | +49.3% | +5.2% | +44.1% | +46.1% |
| 3Y | +181.9% | +0.7% | +181.2% | +172.9% |
| 5Y | +106.9% | +12.2% | +94.7% | +81.3% |
| All | +106.9% | +11.5% | +95.5% | +81.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling