-9.4%
HSY vs SM
-6.8%
-2.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | -1.1% |
| 7D | -3.3% | +0.1% | -3.4% | -3.3% |
| 30D | -2.8% | +26.3% | -29.1% | -3.1% |
| 3M | -4.5% | +8.7% | -13.2% | -4.6% |
| 6M | -24.2% | +51.7% | -75.9% | -25.1% |
| YTD | -2.7% | +99.0% | -101.8% | -4.8% |
| 1Y | -3.7% | +34.6% | -38.3% | -4.8% |
| All | -9.4% | -6.8% | -2.6% | -14.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling