+3,209.6%
HSY vs SM
+1,360.8%
+1,848.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.6% | -4.1% | +1.2% |
| 7D | +1.1% | +0.3% | +0.8% | +1.1% |
| 30D | +7.7% | -17.3% | +25.0% | +8.3% |
| 3M | -2.3% | -3.6% | +1.3% | -2.3% |
| 6M | -5.3% | +2.9% | -8.2% | -5.8% |
| YTD | -0.9% | +70.2% | -71.1% | -3.6% |
| 1Y | +5.2% | +66.5% | -61.3% | +2.4% |
| 3Y | +0.7% | -8.2% | +8.9% | -0.5% |
| 5Y | +12.2% | -1.5% | +13.7% | +9.1% |
| 10Y | +131.1% | +11.9% | +119.2% | +100.0% |
| All | +3,209.6% | +1,360.8% | +1,848.9% | +2,350.3% |
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 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