+8.3%
HSY vs SITM
+47.5%
-39.2%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -9.4% | +13.5% | +3.8% |
| 7D | +6.6% | -19.5% | +26.1% | +5.8% |
| 30D | +8.4% | -43.2% | +51.6% | +7.1% |
| 3M | -1.8% | -30.8% | +29.1% | -2.7% |
| 6M | -2.6% | -28.6% | +26.0% | -4.4% |
| YTD | -2.0% | +14.2% | -16.2% | -5.4% |
| 1Y | +8.3% | +44.4% | -36.1% | +7.2% |
| All | +8.3% | +47.5% | -39.2% | +7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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