-19.5%
SAP vs HSY
-3.5%
-16.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.7% |
| 7D | -2.9% | -3.3% | +0.4% | -2.5% |
| 30D | +9.0% | -2.8% | +11.8% | +9.3% |
| 3M | +14.9% | -4.5% | +19.4% | +14.8% |
| 6M | +11.9% | -24.2% | +36.1% | +12.2% |
| YTD | -9.9% | -2.7% | -7.2% | -11.6% |
| 1Y | -19.5% | -3.7% | -15.8% | -20.2% |
| All | -19.5% | -3.5% | -16.0% | -20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HSY.
Daily Out/Under-Performance
Portfolio return minus HSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HSY 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 1y: compounded portfolio wealth divided by compounded HSY 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…
1y analysis · Full analysis span regression · 6 months rolling