+11.3%
HSY vs SBAC
-44.9%
+56.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.4% |
| 7D | -3.0% | +0.2% | -3.1% | -3.0% |
| 30D | -5.0% | +3.9% | -8.9% | -5.8% |
| 3M | -1.3% | -8.2% | +6.9% | +0.1% |
| 6M | -21.5% | -2.8% | -18.7% | -21.5% |
| YTD | -3.3% | -1.5% | -1.7% | -3.7% |
| 1Y | -5.5% | 0.0% | -5.5% | -6.4% |
| 3Y | -9.9% | -8.4% | -1.5% | -9.5% |
| 5Y | +11.3% | -43.5% | +54.9% | +24.1% |
| All | +11.3% | -44.9% | +56.3% | +24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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