+149.5%
HSY vs SFM
+44.5%
+105.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.5% | -2.0% | +1.1% |
| 7D | +1.1% | -7.1% | +8.2% | +1.8% |
| 30D | +7.7% | -21.4% | +29.1% | +9.9% |
| 3M | -2.3% | -40.1% | +37.8% | +2.2% |
| 6M | -5.3% | -38.0% | +32.7% | -1.4% |
| YTD | -0.9% | -36.5% | +35.6% | +2.6% |
| 1Y | +5.2% | -35.2% | +40.4% | +8.7% |
| 3Y | +0.7% | +23.5% | -22.7% | -7.4% |
| 5Y | +12.2% | +109.7% | -97.5% | -5.4% |
| 10Y | +131.1% | +132.6% | -1.5% | +85.2% |
| All | +149.5% | +44.5% | +105.0% | +106.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling