-5.5%
HSY vs SM
+46.0%
-51.5%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.6% |
| 7D | -3.0% | -0.2% | -2.7% | -3.0% |
| 30D | -5.0% | +20.3% | -25.3% | -4.9% |
| 3M | -1.3% | +22.9% | -24.2% | -1.3% |
| 6M | -21.5% | +47.8% | -69.3% | -22.5% |
| YTD | -3.3% | +107.5% | -110.7% | -7.6% |
| 1Y | -5.5% | +51.7% | -57.2% | -5.3% |
| All | -5.5% | +46.0% | -51.5% | -5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling