+56.8%
SAP vs HSY
+13.1%
+43.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.7% |
| 7D | -0.3% | -1.6% | +1.3% | -0.1% |
| 30D | +2.6% | -4.2% | +6.8% | +3.0% |
| 3M | +16.3% | -0.7% | +17.0% | +16.4% |
| 6M | +6.4% | -21.8% | +28.2% | +7.9% |
| YTD | -11.4% | -2.7% | -8.8% | -11.7% |
| 1Y | -20.4% | -4.8% | -15.6% | -20.5% |
| 3Y | +56.5% | -9.4% | +65.9% | +57.9% |
| 5Y | +56.8% | +11.3% | +45.5% | +45.8% |
| All | +56.8% | +13.1% | +43.7% | +45.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling