+126.5%
HSY vs SCHG
+459.0%
-332.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.4% | -0.8% |
| 7D | +0.1% | -1.0% | +1.1% | +0.4% |
| 30D | -5.2% | -1.3% | -3.9% | -4.9% |
| 3M | -3.4% | +5.4% | -8.8% | -4.9% |
| 6M | -19.2% | +14.4% | -33.6% | -22.3% |
| YTD | -2.6% | +8.0% | -10.7% | -5.0% |
| 1Y | -3.8% | +12.7% | -16.5% | -7.4% |
| 3Y | -10.6% | +85.6% | -96.2% | -28.8% |
| 5Y | +12.3% | +85.5% | -73.2% | -12.1% |
| All | +126.5% | +459.0% | -332.5% | +3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 10y: compounded portfolio wealth divided by compounded SCHG 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…
10y analysis · Full analysis span regression · 6 months rolling