+3,148.1%
HSY vs SM
+1,608.3%
+1,539.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | -1.0% |
| 7D | -3.3% | +0.1% | -3.4% | -3.3% |
| 30D | -2.8% | +26.3% | -29.1% | -3.7% |
| 3M | -4.5% | +8.7% | -13.2% | -5.0% |
| 6M | -24.2% | +51.7% | -75.9% | -25.7% |
| YTD | -2.7% | +99.0% | -101.8% | -5.8% |
| 1Y | -3.7% | +34.6% | -38.3% | -5.4% |
| 3Y | -11.5% | -7.8% | -3.7% | -12.5% |
| 5Y | +10.3% | +104.8% | -94.4% | +4.1% |
| 10Y | +122.1% | +7.2% | +114.9% | +93.1% |
| All | +3,148.1% | +1,608.3% | +1,539.8% | +2,294.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling