+11.7%
HSY vs SM
-13.5%
+25.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.7% | +0.2% | -2.5% |
| 7D | +1.3% | -22.3% | +23.6% | +1.7% |
| 30D | +6.6% | -21.4% | +28.0% | +6.9% |
| 3M | -4.1% | +1.4% | -5.5% | -4.4% |
| 6M | -5.2% | +0.1% | -5.4% | -5.7% |
| YTD | -2.5% | +59.0% | -61.5% | -4.6% |
| 1Y | +4.7% | +64.3% | -59.6% | +2.3% |
| 3Y | +0.6% | -13.1% | +13.7% | -0.9% |
| 5Y | +11.7% | -13.9% | +25.6% | +9.7% |
| All | +11.7% | -13.5% | +25.2% | +9.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling