+12.0%
HSY vs SCCO
+303.5%
-291.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.6% |
| 7D | +0.1% | -2.7% | +2.7% | +0.1% |
| 30D | -5.2% | -0.7% | -4.5% | -5.2% |
| 3M | -3.4% | +8.1% | -11.5% | -3.6% |
| 6M | -19.2% | +4.1% | -23.3% | -19.5% |
| YTD | -2.6% | +41.1% | -43.8% | -4.0% |
| 1Y | -3.8% | +95.6% | -99.3% | -6.2% |
| 3Y | -10.6% | +179.3% | -189.9% | -14.0% |
| All | +12.0% | +303.5% | -291.5% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 SCCO 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