+2,475.8%
SAP vs HSY
+2,107.8%
+368.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.6% | +4.3% | +2.3% |
| 7D | +1.6% | +1.3% | +0.3% | +1.3% |
| 30D | +10.5% | +6.6% | +3.9% | +8.8% |
| 3M | +15.2% | -4.1% | +19.3% | +16.1% |
| 6M | +36.7% | -5.2% | +41.9% | +38.0% |
| YTD | -0.6% | -2.5% | +2.0% | -0.8% |
| 1Y | -4.1% | +4.7% | -8.9% | -6.1% |
| 3Y | +73.2% | +0.6% | +72.7% | +67.9% |
| 5Y | +74.1% | +11.7% | +62.4% | +62.8% |
| 10Y | +222.9% | +120.0% | +103.0% | +153.0% |
| All | +2,475.8% | +2,107.8% | +368.0% | +1,160.6% |
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