+3,781.0%
SHOP vs HSY
+128.6%
+3,652.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.1% |
| 7D | -1.2% | -2.1% | +0.9% | -0.9% |
| 30D | -14.7% | +6.1% | -20.8% | -15.5% |
| 3M | -7.2% | -5.6% | -1.6% | -6.6% |
| 6M | +54.2% | -9.5% | +63.7% | +55.8% |
| YTD | -8.6% | -2.1% | -6.5% | -9.4% |
| 1Y | +0.5% | +0.8% | -0.3% | -0.9% |
| 3Y | +135.9% | -2.1% | +138.1% | +130.0% |
| 5Y | -11.9% | +11.2% | -23.1% | -19.6% |
| All | +3,781.0% | +128.6% | +3,652.4% | +3,291.3% |
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