+12.0%
HSY vs SCHG
+84.3%
-72.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.4% | -0.6% |
| 7D | +0.1% | -1.0% | +1.1% | +0.1% |
| 30D | -5.2% | -1.3% | -3.9% | -5.1% |
| 3M | -3.4% | +5.4% | -8.8% | -3.7% |
| 6M | -19.2% | +14.4% | -33.6% | -19.8% |
| YTD | -2.6% | +8.0% | -10.7% | -3.1% |
| 1Y | -3.8% | +12.7% | -16.5% | -4.5% |
| 3Y | -10.6% | +85.6% | -96.2% | -17.6% |
| All | +12.0% | +84.3% | -72.3% | -1.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling