+1,111.3%
HSY vs SPYG
+561.6%
+549.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | -1.6% | +1.2% | -2.7% | -1.9% |
| 30D | -4.2% | -1.6% | -2.7% | -3.8% |
| 3M | -0.7% | +3.4% | -4.1% | -2.0% |
| 6M | -21.8% | +18.9% | -40.7% | -26.3% |
| YTD | -2.7% | +13.8% | -16.5% | -7.1% |
| 1Y | -4.8% | +20.6% | -25.4% | -11.0% |
| 3Y | -9.4% | +100.5% | -109.9% | -29.7% |
| 5Y | +11.3% | +84.6% | -73.3% | -12.8% |
| 10Y | +125.0% | +410.8% | -285.8% | +23.2% |
| All | +1,111.3% | +561.6% | +549.7% | +386.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded SPYG 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling