-21.6%
SAP vs HSY
-5.5%
-16.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -1.0% |
| 7D | -0.3% | -3.0% | +2.7% | +0.1% |
| 30D | +0.3% | -5.0% | +5.3% | +0.9% |
| 3M | +16.9% | -1.3% | +18.2% | +17.2% |
| 6M | +6.3% | -21.5% | +27.8% | +6.5% |
| YTD | -12.4% | -3.3% | -9.1% | -14.0% |
| 1Y | -21.6% | -5.5% | -16.1% | -21.9% |
| All | -21.6% | -5.5% | -16.1% | -21.9% |
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