+875.1%
HSY vs SNY
+241.9%
+633.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | +0.1% | -3.3% | +3.4% | +0.9% |
| 30D | -5.2% | -2.2% | -3.0% | -4.7% |
| 3M | -3.4% | -3.0% | -0.4% | -2.8% |
| 6M | -19.2% | +2.7% | -21.9% | -19.8% |
| YTD | -2.6% | -6.8% | +4.2% | -1.3% |
| 1Y | -3.8% | -5.3% | +1.5% | -3.0% |
| 3Y | -10.6% | -9.8% | -0.8% | -10.4% |
| 5Y | +12.3% | +9.7% | +2.6% | +6.0% |
| 10Y | +129.6% | +64.5% | +65.1% | +94.9% |
| All | +875.1% | +241.9% | +633.1% | +585.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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