+124.4%
HSY vs SPY
+307.0%
-182.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +0.9% | +0.7% |
| 7D | -2.1% | +2.6% | -4.7% | -3.2% |
| 30D | +6.1% | -2.0% | +8.1% | +6.8% |
| 3M | -5.6% | -2.8% | -2.8% | -4.7% |
| 6M | -9.5% | +2.1% | -11.7% | -10.8% |
| YTD | -2.1% | +11.5% | -13.6% | -7.4% |
| 1Y | +0.8% | +13.5% | -12.7% | -5.5% |
| 3Y | -2.1% | +77.7% | -79.8% | -27.9% |
| 5Y | +11.2% | +72.6% | -61.4% | -17.7% |
| All | +124.4% | +307.0% | -182.6% | -3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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