+127.8%
HSY vs SMTC
+516.8%
-389.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.9% | +4.2% | +1.3% |
| 7D | -0.4% | +17.5% | -17.9% | -0.8% |
| 30D | -3.4% | +21.3% | -24.8% | -4.0% |
| 3M | -0.5% | +3.1% | -3.7% | -0.9% |
| 6M | -19.1% | +81.7% | -100.8% | -21.4% |
| YTD | -2.1% | +115.9% | -118.0% | -5.5% |
| 1Y | -3.2% | +157.8% | -161.1% | -7.5% |
| 3Y | -8.8% | +557.3% | -566.1% | -20.9% |
| 5Y | +13.0% | +114.7% | -101.7% | +7.2% |
| All | +127.8% | +516.8% | -389.0% | +91.7% |
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