+126.5%
HSY vs SPXS
-99.6%
+226.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | -0.9% |
| 7D | +0.1% | +2.5% | -2.4% | +0.5% |
| 30D | -5.2% | +4.2% | -9.4% | -4.6% |
| 3M | -3.4% | -9.3% | +5.9% | -4.6% |
| 6M | -19.2% | -30.7% | +11.5% | -23.1% |
| YTD | -2.6% | -28.1% | +25.4% | -6.7% |
| 1Y | -3.8% | -35.1% | +31.3% | -9.0% |
| 3Y | -10.6% | -79.6% | +69.0% | -27.7% |
| 5Y | +12.3% | -86.3% | +98.6% | -9.6% |
| All | +126.5% | -99.6% | +226.0% | +13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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