+124.4%
HSY vs SGI
+319.5%
-195.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.3% | +0.5% |
| 7D | -2.1% | -5.3% | +3.2% | -1.6% |
| 30D | +6.1% | -2.1% | +8.2% | +6.3% |
| 3M | -5.6% | -8.2% | +2.5% | -5.0% |
| 6M | -9.5% | -4.6% | -5.0% | -9.4% |
| YTD | -2.1% | -31.5% | +29.4% | +0.9% |
| 1Y | +0.8% | -30.8% | +31.6% | +3.8% |
| 3Y | -2.1% | +67.2% | -69.3% | -9.0% |
| 5Y | +11.2% | +42.5% | -31.3% | +3.2% |
| All | +124.4% | +319.5% | -195.1% | +71.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 10y: compounded portfolio wealth divided by compounded SGI 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…
10y analysis · Full analysis span regression · 6 months rolling