+10.2%
SHW vs HSY
+11.0%
-0.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.3% |
| 7D | +1.9% | -2.1% | +4.1% | +2.4% |
| 30D | +8.1% | +6.1% | +2.0% | +6.5% |
| 3M | -2.8% | -5.6% | +2.9% | -1.7% |
| 6M | +15.0% | -9.5% | +24.6% | +17.1% |
| YTD | +9.0% | -2.1% | +11.1% | +8.9% |
| 1Y | +4.5% | +0.8% | +3.7% | +3.7% |
| 3Y | +41.9% | -2.1% | +44.0% | +39.6% |
| All | +10.2% | +11.0% | -0.7% | +1.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling