+37.5%
HSY vs SITM
+4,789.7%
-4,752.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.5% | -6.1% | -0.7% |
| 7D | +0.1% | +3.9% | -3.8% | 0.0% |
| 30D | -5.2% | -6.6% | +1.4% | -5.1% |
| 3M | -3.4% | -11.9% | +8.5% | -3.4% |
| 6M | -19.2% | +81.1% | -100.3% | -21.5% |
| YTD | -2.6% | +80.0% | -82.6% | -5.5% |
| 1Y | -3.8% | +145.8% | -149.6% | -7.9% |
| 3Y | -10.6% | +475.9% | -486.5% | -19.6% |
| 5Y | +12.3% | +189.2% | -176.9% | +0.4% |
| All | +37.5% | +4,789.7% | -4,752.2% | -16.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling