+96.4%
SHOP vs HSY
-9.9%
+106.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.6% | -4.8% | -5.5% |
| 7D | -10.6% | -3.0% | -7.7% | -10.9% |
| 30D | -18.3% | -5.0% | -13.3% | -18.7% |
| 3M | +14.8% | -1.3% | +16.1% | +14.8% |
| 6M | -5.0% | -21.5% | +16.5% | -7.8% |
| YTD | -21.2% | -3.3% | -18.0% | -21.7% |
| 1Y | -11.6% | -5.5% | -6.1% | -12.1% |
| All | +96.4% | -9.9% | +106.3% | +107.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling