+1,110.5%
HSY vs SPYG
+564.9%
+545.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -3.3% | +0.4% | -3.7% | -3.4% |
| 30D | -2.8% | -0.4% | -2.4% | -2.7% |
| 3M | -4.5% | +0.5% | -5.0% | -5.0% |
| 6M | -24.2% | +17.5% | -41.7% | -28.3% |
| YTD | -2.7% | +14.3% | -17.1% | -7.3% |
| 1Y | -3.7% | +21.7% | -25.5% | -10.2% |
| 3Y | -11.5% | +98.6% | -110.1% | -31.1% |
| 5Y | +10.3% | +85.1% | -74.8% | -13.6% |
| 10Y | +122.1% | +412.0% | -289.9% | +21.6% |
| All | +1,110.5% | +564.9% | +545.6% | +385.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling