+13.0%
HSY vs SITM
+176.0%
-163.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.1% | -0.9% | +1.3% |
| 7D | -0.4% | +4.8% | -5.3% | -0.4% |
| 30D | -3.4% | -9.7% | +6.3% | -3.5% |
| 3M | -0.5% | -9.3% | +8.8% | -0.5% |
| 6M | -19.1% | +69.5% | -88.7% | -19.0% |
| YTD | -2.1% | +70.5% | -72.6% | -1.9% |
| 1Y | -3.2% | +145.3% | -148.5% | -2.7% |
| 3Y | -8.8% | +432.8% | -441.6% | -8.1% |
| 5Y | +13.0% | +174.0% | -161.1% | +11.2% |
| All | +13.0% | +176.0% | -163.1% | +11.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling