+355.0%
SE vs HSY
+100.5%
+254.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.4% | -5.1% | -3.9% |
| 7D | -7.7% | +1.1% | -8.8% | -7.9% |
| 30D | -22.8% | +7.7% | -30.5% | -23.9% |
| 3M | -43.7% | -2.3% | -41.5% | -43.6% |
| 6M | -12.8% | -5.3% | -7.5% | -12.3% |
| YTD | -42.0% | -0.9% | -41.1% | -42.3% |
| 1Y | -48.0% | +5.2% | -53.2% | -48.9% |
| 3Y | +62.7% | +0.7% | +61.9% | +58.2% |
| 5Y | -77.8% | +12.2% | -90.0% | -79.8% |
| All | +355.0% | +100.5% | +254.6% | +241.4% |
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