-9.4%
HSY vs SAN
+356.8%
-366.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.5% | +0.1% |
| 7D | -1.6% | +3.3% | -4.9% | -1.6% |
| 30D | -4.2% | +1.1% | -5.3% | -4.3% |
| 3M | -0.7% | +22.2% | -22.9% | -1.4% |
| 6M | -21.8% | +36.0% | -57.8% | -22.7% |
| YTD | -2.7% | +28.2% | -30.9% | -3.8% |
| 1Y | -4.8% | +54.1% | -58.9% | -6.8% |
| 3Y | -9.4% | +354.2% | -363.6% | -18.7% |
| All | -9.4% | +356.8% | -366.1% | -18.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling