-3.2%
HSY vs SGI
-20.9%
+17.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.1% | +4.4% | +1.4% |
| 7D | -0.4% | -4.9% | +4.5% | -0.1% |
| 30D | -3.4% | +1.6% | -5.0% | -3.6% |
| 3M | -0.5% | -3.2% | +2.7% | -0.4% |
| 6M | -19.1% | -16.0% | -3.1% | -18.2% |
| YTD | -2.1% | -25.4% | +23.4% | -0.3% |
| 1Y | -3.2% | -21.6% | +18.3% | -0.3% |
| All | -3.2% | -20.9% | +17.7% | -0.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling