+2,432.7%
SAP vs HSY
+2,166.3%
+266.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.4% | -4.5% | -4.2% |
| 7D | -0.7% | +7.5% | -8.2% | -2.4% |
| 30D | +11.1% | +11.1% | 0.0% | +8.3% |
| 3M | +17.0% | -1.9% | +19.0% | +17.4% |
| 6M | +34.8% | -3.0% | +37.8% | +35.4% |
| YTD | -2.2% | 0.0% | -2.3% | -3.0% |
| 1Y | -6.4% | +9.4% | -15.9% | -9.3% |
| 3Y | +75.1% | +3.8% | +71.4% | +68.5% |
| 5Y | +69.8% | +15.2% | +54.7% | +57.6% |
| 10Y | +219.8% | +126.9% | +93.0% | +148.8% |
| All | +2,432.7% | +2,166.3% | +266.4% | +1,132.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling