+131.1%
HSY vs SPG
+116.4%
+14.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | +1.1% | +2.7% | -1.6% | +0.7% |
| 30D | +7.7% | +16.6% | -8.9% | +5.1% |
| 3M | -2.3% | +8.1% | -10.4% | -3.5% |
| 6M | -5.3% | +19.3% | -24.6% | -7.9% |
| YTD | -0.9% | +31.1% | -32.0% | -5.1% |
| 1Y | +5.2% | +32.8% | -27.5% | +0.5% |
| 3Y | +0.7% | +135.8% | -135.0% | -12.6% |
| 5Y | +12.2% | +85.1% | -72.9% | -0.1% |
| 10Y | +131.1% | +115.9% | +15.2% | +92.7% |
| All | +131.1% | +116.4% | +14.7% | +92.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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