+59.6%
SCHW vs HSY
+12.6%
+47.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.6% |
| 7D | -2.8% | -0.4% | -2.4% | -2.7% |
| 30D | -0.1% | -3.4% | +3.4% | +0.4% |
| 3M | +20.6% | -0.5% | +21.1% | +20.5% |
| 6M | +15.9% | -19.1% | +35.1% | +18.8% |
| YTD | +8.5% | -2.1% | +10.6% | +8.2% |
| 1Y | +17.8% | -3.2% | +21.1% | +17.5% |
| 3Y | +88.5% | -8.8% | +97.3% | +89.3% |
| All | +59.6% | +12.6% | +47.0% | +40.7% |
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