+294.9%
SCHW vs HSY
+128.6%
+166.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.1% |
| 7D | -1.9% | +0.1% | -2.0% | -1.9% |
| 30D | -1.6% | -5.2% | +3.6% | -0.3% |
| 3M | +21.3% | -3.4% | +24.7% | +22.1% |
| 6M | +16.5% | -19.2% | +35.7% | +22.4% |
| YTD | +8.4% | -2.6% | +11.0% | +8.0% |
| 1Y | +15.6% | -3.8% | +19.4% | +15.1% |
| 3Y | +86.8% | -10.6% | +97.5% | +87.1% |
| 5Y | +60.5% | +12.3% | +48.2% | +45.2% |
| All | +294.9% | +128.6% | +166.3% | +219.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling