+6,574.9%
STT vs HSY
+4,406.3%
+2,168.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.4% |
| 7D | +5.1% | -2.3% | +7.5% | +6.1% |
| 30D | -0.2% | +6.3% | -6.5% | -3.0% |
| 3M | -8.1% | -5.2% | -2.9% | -6.7% |
| 6M | +16.6% | -8.3% | +24.9% | +19.0% |
| YTD | +37.8% | -2.7% | +40.5% | +35.8% |
| 1Y | +46.8% | +0.1% | +46.7% | +42.8% |
| 3Y | +181.2% | -1.0% | +182.2% | +165.7% |
| 5Y | +105.1% | +10.6% | +94.5% | +82.0% |
| 10Y | +202.3% | +127.0% | +75.3% | +92.6% |
| All | +6,574.9% | +4,406.3% | +2,168.6% | +1,194.6% |
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 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