+2,979.8%
HSY vs SPY
+3,091.8%
-112.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.9% |
| 7D | -3.3% | +0.1% | -3.4% | -3.4% |
| 30D | -2.8% | +0.1% | -2.9% | -2.9% |
| 3M | -4.5% | +2.0% | -6.5% | -5.6% |
| 6M | -24.2% | +13.0% | -37.2% | -28.8% |
| YTD | -2.7% | +13.5% | -16.3% | -8.9% |
| 1Y | -3.7% | +20.0% | -23.7% | -12.3% |
| 3Y | -11.5% | +77.2% | -88.7% | -34.3% |
| 5Y | +10.3% | +81.9% | -71.5% | -20.5% |
| 10Y | +122.1% | +314.1% | -191.9% | +5.0% |
| All | +2,979.8% | +3,091.8% | -112.0% | +286.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling