-2.1%
HSY vs SMTC
+698.5%
-700.7%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.1% | +4.6% | +0.4% |
| 7D | -2.1% | +11.0% | -13.2% | -1.6% |
| 30D | +6.1% | -28.5% | +34.6% | +5.2% |
| 3M | -5.6% | -14.2% | +8.6% | -5.7% |
| 6M | -9.5% | -18.0% | +8.5% | -9.5% |
| YTD | -2.1% | +55.5% | -57.6% | -0.9% |
| 1Y | +0.8% | +69.5% | -68.8% | +2.3% |
| 3Y | -2.1% | +699.7% | -701.8% | -4.7% |
| All | -2.1% | +698.5% | -700.7% | -4.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling