+11.3%
HSY vs SAN
+381.9%
-370.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.5% | +0.1% |
| 7D | -1.6% | +3.3% | -4.9% | -1.7% |
| 30D | -4.2% | +1.1% | -5.3% | -4.3% |
| 3M | -0.7% | +22.2% | -22.9% | -1.8% |
| 6M | -21.8% | +36.0% | -57.8% | -23.1% |
| YTD | -2.7% | +28.2% | -30.9% | -4.2% |
| 1Y | -4.8% | +54.1% | -58.9% | -7.4% |
| 3Y | -9.4% | +354.2% | -363.6% | -18.2% |
| 5Y | +11.3% | +387.3% | -376.0% | -0.6% |
| All | +11.3% | +381.9% | -370.7% | -0.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling