+619.7%
HSY vs SCHG
+1,121.7%
-502.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.7% | +1.4% |
| 7D | -0.4% | -2.7% | +2.3% | +0.5% |
| 30D | -3.4% | -2.2% | -1.2% | -2.8% |
| 3M | -0.5% | +6.2% | -6.7% | -2.5% |
| 6M | -19.1% | +13.4% | -32.5% | -22.7% |
| YTD | -2.1% | +7.1% | -9.2% | -4.7% |
| 1Y | -3.2% | +12.5% | -15.8% | -7.6% |
| 3Y | -8.8% | +86.2% | -95.0% | -29.7% |
| 5Y | +13.0% | +83.9% | -71.0% | -14.5% |
| 10Y | +130.9% | +451.3% | -320.4% | 0.0% |
| All | +619.7% | +1,121.7% | -502.0% | +124.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling