+123.2%
HSY vs SM
+18.2%
+105.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.2% | -6.9% | -1.9% |
| 7D | -2.3% | +10.6% | -12.9% | -2.5% |
| 30D | +6.3% | -15.0% | +21.3% | +6.6% |
| 3M | -5.2% | +1.7% | -6.9% | -5.4% |
| 6M | -8.3% | +5.9% | -14.2% | -8.6% |
| YTD | -2.7% | +79.0% | -81.7% | -4.3% |
| 1Y | +0.1% | +84.7% | -84.5% | -1.7% |
| 3Y | -1.0% | -3.5% | +2.4% | -1.9% |
| 5Y | +10.6% | +4.9% | +5.7% | +8.6% |
| All | +123.2% | +18.2% | +105.0% | +88.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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