+7,325.6%
STT vs HSY
+4,402.6%
+2,923.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.6% |
| 7D | +0.5% | -3.3% | +3.8% | +1.8% |
| 30D | +3.9% | -2.8% | +6.7% | +4.9% |
| 3M | +20.0% | -4.5% | +24.4% | +21.2% |
| 6M | +55.3% | -24.2% | +79.5% | +71.4% |
| YTD | +53.3% | -2.7% | +56.1% | +51.8% |
| 1Y | +74.7% | -3.7% | +78.4% | +72.8% |
| 3Y | +205.8% | -11.5% | +217.3% | +204.5% |
| 5Y | +145.0% | +10.3% | +134.7% | +118.5% |
| 10Y | +266.0% | +122.1% | +143.9% | +135.8% |
| All | +7,325.6% | +4,402.6% | +2,923.0% | +1,347.3% |
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 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