+2,828.2%
HSY vs SPG
+5,256.9%
-2,428.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.9% |
| 7D | -3.3% | -2.4% | -0.9% | -2.9% |
| 30D | -2.8% | -6.8% | +4.0% | -1.7% |
| 3M | -4.5% | +2.7% | -7.2% | -4.9% |
| 6M | -24.2% | +5.5% | -29.7% | -25.0% |
| YTD | -2.7% | +15.7% | -18.4% | -5.2% |
| 1Y | -3.7% | +20.9% | -24.6% | -6.9% |
| 3Y | -11.5% | +112.4% | -123.9% | -22.8% |
| 5Y | +10.3% | +101.4% | -91.0% | -4.3% |
| 10Y | +122.1% | +60.6% | +61.5% | +86.1% |
| All | +2,828.2% | +5,256.9% | -2,428.7% | +1,356.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling