+12.0%
HSY vs SFM
+230.9%
-218.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.5% | +6.6% | +0.4% |
| 7D | -1.6% | -5.8% | +4.3% | -1.3% |
| 30D | -4.2% | -11.4% | +7.1% | -3.6% |
| 3M | -0.7% | -12.2% | +11.5% | -0.1% |
| 6M | -21.8% | -5.2% | -16.6% | -21.6% |
| YTD | -2.7% | -4.5% | +1.8% | -2.5% |
| 1Y | -4.8% | -45.4% | +40.6% | -2.1% |
| 3Y | -9.4% | +91.1% | -100.5% | -20.6% |
| All | +12.0% | +230.9% | -218.9% | -8.6% |
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