+37.4%
HSY vs SITM
+4,507.3%
-4,469.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.1% |
| 7D | -1.6% | +8.4% | -9.9% | -1.8% |
| 30D | -4.2% | -17.4% | +13.2% | -3.8% |
| 3M | -0.7% | -9.8% | +9.1% | -0.8% |
| 6M | -21.8% | +83.0% | -104.8% | -24.1% |
| YTD | -2.7% | +69.6% | -72.2% | -5.4% |
| 1Y | -4.8% | +144.9% | -149.7% | -8.9% |
| 3Y | -9.4% | +429.9% | -439.2% | -18.3% |
| 5Y | +11.3% | +169.2% | -157.9% | -0.2% |
| All | +37.4% | +4,507.3% | -4,469.9% | -16.2% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling