+1,080.3%
HSY vs SBAC
+2,232.4%
-1,152.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.2% |
| 7D | +3.8% | +3.6% | +0.2% | +3.6% |
| 30D | +6.9% | +4.9% | +2.0% | +6.6% |
| 3M | -4.1% | +6.5% | -10.5% | -4.5% |
| 6M | -5.0% | -11.1% | +6.1% | -4.5% |
| YTD | -2.3% | +0.9% | -3.2% | -2.6% |
| 1Y | +6.1% | -1.6% | +7.6% | +5.9% |
| 3Y | -0.7% | -7.0% | +6.3% | -0.7% |
| 5Y | +9.9% | -39.2% | +49.1% | +11.8% |
| 10Y | +127.8% | +111.4% | +16.4% | +121.0% |
| All | +1,080.3% | +2,232.4% | -1,152.1% | +948.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling