+127.8%
HSY vs SAN
+347.0%
-219.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.6% | +1.3% |
| 7D | -0.4% | -2.8% | +2.4% | -0.1% |
| 30D | -3.4% | -0.5% | -2.9% | -3.4% |
| 3M | -0.5% | +22.7% | -23.2% | -3.1% |
| 6M | -19.1% | +28.8% | -47.9% | -21.9% |
| YTD | -2.1% | +26.3% | -28.3% | -5.4% |
| 1Y | -3.2% | +48.8% | -52.1% | -8.6% |
| 3Y | -8.8% | +347.2% | -356.0% | -26.9% |
| 5Y | +13.0% | +383.8% | -370.8% | -12.4% |
| All | +127.8% | +347.0% | -219.2% | +61.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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