+11.3%
HSY vs SPG
+106.4%
-95.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.1% |
| 7D | -1.6% | 0.0% | -1.6% | -1.6% |
| 30D | -4.2% | -4.9% | +0.7% | -3.5% |
| 3M | -0.7% | +3.3% | -4.0% | -1.1% |
| 6M | -21.8% | +11.2% | -33.0% | -22.9% |
| YTD | -2.7% | +17.1% | -19.7% | -4.8% |
| 1Y | -4.8% | +21.6% | -26.4% | -7.4% |
| 3Y | -9.4% | +111.9% | -121.2% | -18.2% |
| 5Y | +11.3% | +106.9% | -95.7% | -3.8% |
| All | +11.3% | +106.4% | -95.1% | -3.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling