-9.4%
HSY vs SFM
+110.6%
-120.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.9% | -4.0% | -1.1% |
| 7D | -3.3% | -0.1% | -3.2% | -3.3% |
| 30D | -2.8% | -4.4% | +1.5% | -2.8% |
| 3M | -4.5% | +1.5% | -6.0% | -4.4% |
| 6M | -24.2% | +6.5% | -30.7% | -23.9% |
| YTD | -2.7% | +2.2% | -4.9% | -2.3% |
| 1Y | -3.7% | -41.9% | +38.1% | -4.8% |
| All | -9.4% | +110.6% | -120.0% | -21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 3y: compounded portfolio wealth divided by compounded SFM 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…
3y analysis · Full analysis span regression · 6 months rolling