+9.9%
HSY vs SFM
+100.9%
-91.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.4% |
| 7D | +3.8% | -6.9% | +10.7% | +4.3% |
| 30D | +6.9% | -25.0% | +31.9% | +8.6% |
| 3M | -4.1% | -42.7% | +38.7% | -1.2% |
| 6M | -5.0% | -41.0% | +36.0% | -2.3% |
| YTD | -2.3% | -38.7% | +36.4% | +0.3% |
| 1Y | +6.1% | -38.1% | +44.2% | +8.8% |
| 3Y | -0.7% | +19.3% | -20.0% | -10.9% |
| 5Y | +9.9% | +103.1% | -93.2% | -10.2% |
| All | +9.9% | +100.9% | -91.1% | -10.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling