+568.6%
SE vs HSY
+95.7%
+472.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.5% | -4.0% |
| 7D | -3.6% | -3.0% | -0.7% | -3.2% |
| 30D | -5.3% | -5.0% | -0.3% | -4.5% |
| 3M | +28.1% | -1.3% | +29.4% | +28.2% |
| 6M | +20.7% | -21.5% | +42.2% | +25.3% |
| YTD | -14.8% | -3.3% | -11.5% | -14.8% |
| 1Y | -43.6% | -5.5% | -38.1% | -43.5% |
| 3Y | +184.2% | -9.9% | +194.1% | +184.9% |
| 5Y | -66.3% | +11.3% | -77.7% | -69.5% |
| All | +568.6% | +95.7% | +472.9% | +404.3% |
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