+126.5%
HSY vs SIRI
-10.2%
+136.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.7% |
| 7D | +0.1% | +0.6% | -0.5% | 0.0% |
| 30D | -5.2% | +2.5% | -7.7% | -5.5% |
| 3M | -3.4% | +6.6% | -10.0% | -4.3% |
| 6M | -19.2% | +32.9% | -52.1% | -22.4% |
| YTD | -2.6% | +50.5% | -53.1% | -8.0% |
| 1Y | -3.8% | +28.0% | -31.7% | -7.4% |
| 3Y | -10.6% | -22.4% | +11.8% | -10.9% |
| 5Y | +12.3% | -41.3% | +53.6% | +13.4% |
| All | +126.5% | -10.2% | +136.7% | +109.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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