+11.7%
HSY vs SAN
+294.6%
-282.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.1% | -8.7% | -2.8% |
| 7D | +1.3% | +8.7% | -7.4% | +0.9% |
| 30D | +6.6% | -6.5% | +13.1% | +6.8% |
| 3M | -4.1% | -14.2% | +10.1% | -3.6% |
| 6M | -5.2% | +2.7% | -8.0% | -5.6% |
| YTD | -2.5% | +8.9% | -11.4% | -3.4% |
| 1Y | +4.7% | +23.4% | -18.6% | +3.1% |
| 3Y | +0.6% | +257.9% | -257.4% | -7.7% |
| 5Y | +11.7% | +297.8% | -286.1% | +4.9% |
| All | +11.7% | +294.6% | -282.9% | +4.9% |
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