+235.4%
SAP vs HSY
+127.3%
+108.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.4% |
| 7D | -3.9% | -2.3% | -1.6% | -3.4% |
| 30D | +6.5% | +6.3% | +0.2% | +4.9% |
| 3M | +14.7% | -5.2% | +19.8% | +15.9% |
| 6M | +39.9% | -8.3% | +48.2% | +42.3% |
| YTD | -2.0% | -2.7% | +0.7% | -2.4% |
| 1Y | -6.0% | +0.1% | -6.1% | -7.2% |
| 3Y | +67.7% | -1.0% | +68.7% | +62.2% |
| 5Y | +78.8% | +10.6% | +68.2% | +61.9% |
| All | +235.4% | +127.3% | +108.1% | +143.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling