+3,772.8%
SHOP vs HSY
+127.3%
+3,645.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -1.4% |
| 7D | +2.1% | -2.3% | +4.4% | +2.4% |
| 30D | -16.8% | +6.3% | -23.1% | -17.6% |
| 3M | -2.4% | -5.2% | +2.8% | -1.8% |
| 6M | +47.0% | -8.3% | +55.3% | +48.3% |
| YTD | -8.8% | -2.7% | -6.2% | -9.5% |
| 1Y | -6.3% | +0.1% | -6.4% | -7.5% |
| 3Y | +139.3% | -1.0% | +140.3% | +132.3% |
| 5Y | -12.1% | +10.6% | -22.7% | -19.7% |
| All | +3,772.8% | +127.3% | +3,645.5% | +3,286.7% |
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 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