+124.4%
HSY vs SMTC
+333.2%
-208.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.1% | +4.6% | +0.6% |
| 7D | -2.1% | +11.0% | -13.2% | -2.3% |
| 30D | +6.1% | -28.5% | +34.6% | +6.6% |
| 3M | -5.6% | -14.2% | +8.6% | -5.8% |
| 6M | -9.5% | -18.0% | +8.5% | -10.0% |
| YTD | -2.1% | +55.5% | -57.6% | -5.3% |
| 1Y | +0.8% | +69.5% | -68.8% | -2.9% |
| 3Y | -2.1% | +699.7% | -701.8% | -18.2% |
| 5Y | +11.2% | +27.4% | -16.2% | +8.8% |
| All | +124.4% | +333.2% | -208.8% | +83.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 10y: compounded portfolio wealth divided by compounded SMTC 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…
10y analysis · Full analysis span regression · 6 months rolling