+1,999.3%
HSY vs SCCO
+35,790.2%
-33,790.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -1.0% | -0.7% |
| 7D | -3.0% | +2.4% | -5.4% | -3.2% |
| 30D | -5.0% | +6.4% | -11.4% | -5.7% |
| 3M | -1.3% | +21.6% | -22.9% | -3.6% |
| 6M | -21.5% | +13.4% | -34.9% | -23.1% |
| YTD | -3.3% | +52.6% | -55.9% | -8.3% |
| 1Y | -5.5% | +122.4% | -127.9% | -14.0% |
| 3Y | -9.9% | +208.5% | -218.4% | -21.9% |
| 5Y | +11.3% | +353.9% | -342.6% | -8.8% |
| 10Y | +128.1% | +1,187.3% | -1,059.2% | +62.0% |
| All | +1,999.3% | +35,790.2% | -33,790.9% | +1,030.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling