+699.7%
HSY vs SPXS
-100.0%
+799.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.6% | +0.3% |
| 7D | -1.6% | -1.5% | 0.0% | -1.8% |
| 30D | -4.2% | +3.7% | -7.9% | -3.7% |
| 3M | -0.7% | -9.6% | +8.9% | -2.1% |
| 6M | -21.8% | -32.4% | +10.6% | -26.1% |
| YTD | -2.7% | -28.7% | +26.0% | -7.1% |
| 1Y | -4.8% | -38.1% | +33.3% | -11.0% |
| 3Y | -9.4% | -80.1% | +70.8% | -27.4% |
| 5Y | +11.3% | -85.9% | +97.2% | -10.6% |
| 10Y | +125.0% | -99.5% | +224.5% | +16.8% |
| All | +699.7% | -100.0% | +799.7% | +117.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling