-10.6%
HSY vs SHAK
-2.6%
-8.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.2% | -3.7% | -0.7% |
| 7D | +0.1% | -8.3% | +8.4% | +0.4% |
| 30D | -5.2% | -12.6% | +7.5% | -4.7% |
| 3M | -3.4% | +9.1% | -12.5% | -3.8% |
| 6M | -19.2% | -31.2% | +12.0% | -18.7% |
| YTD | -2.6% | -21.6% | +18.9% | -2.3% |
| 1Y | -3.8% | -38.8% | +35.0% | -3.1% |
| 3Y | -10.6% | +0.6% | -11.2% | -14.8% |
| All | -10.6% | -2.6% | -8.0% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 3y: compounded portfolio wealth divided by compounded SHAK 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…
3y analysis · Full analysis span regression · 6 months rolling