+144.9%
HSY vs SFM
+132.6%
+12.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.9% | -4.0% | -1.4% |
| 7D | -3.3% | -0.1% | -3.2% | -3.3% |
| 30D | -2.8% | -4.4% | +1.5% | -2.5% |
| 3M | -4.5% | +1.5% | -6.0% | -4.8% |
| 6M | -24.2% | +6.5% | -30.7% | -25.0% |
| YTD | -2.7% | +2.2% | -4.9% | -3.4% |
| 1Y | -3.7% | -41.9% | +38.1% | +0.6% |
| 3Y | -11.5% | +106.8% | -118.2% | -22.4% |
| 5Y | +10.3% | +231.6% | -221.2% | -10.7% |
| 10Y | +122.1% | +258.4% | -136.3% | +71.1% |
| All | +144.9% | +132.6% | +12.3% | +93.9% |
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