+4,333.4%
HSY vs SAN
+1,772.7%
+2,560.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.1% | -8.7% | -3.4% |
| 7D | +1.3% | +8.7% | -7.4% | +0.1% |
| 30D | +6.6% | -6.5% | +13.1% | +7.5% |
| 3M | -4.1% | -14.2% | +10.1% | -2.3% |
| 6M | -5.2% | +2.7% | -8.0% | -6.1% |
| YTD | -2.5% | +8.9% | -11.4% | -4.7% |
| 1Y | +4.7% | +23.4% | -18.6% | +0.6% |
| 3Y | +0.6% | +257.9% | -257.4% | -18.4% |
| 5Y | +11.7% | +297.8% | -286.1% | -12.6% |
| 10Y | +120.0% | +259.6% | -139.6% | +67.0% |
| All | +4,333.4% | +1,772.7% | +2,560.7% | +2,161.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling