+2,233.8%
SAP vs HSY
+2,103.6%
+130.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.6% |
| 7D | -2.9% | -3.3% | +0.4% | -2.1% |
| 30D | +9.0% | -2.8% | +11.8% | +9.7% |
| 3M | +14.9% | -4.5% | +19.4% | +16.2% |
| 6M | +11.9% | -24.2% | +36.1% | +19.0% |
| YTD | -9.9% | -2.7% | -7.2% | -10.0% |
| 1Y | -19.5% | -3.7% | -15.8% | -19.6% |
| 3Y | +61.8% | -11.5% | +73.3% | +62.2% |
| 5Y | +56.2% | +10.3% | +45.8% | +46.5% |
| 10Y | +180.6% | +122.1% | +58.5% | +119.4% |
| All | +2,233.8% | +2,103.6% | +130.2% | +1,043.8% |
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 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