+417.8%
SIMO vs HSY
+127.3%
+290.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.5% | -2.2% |
| 7D | +14.9% | -2.3% | +17.2% | +15.0% |
| 30D | -27.0% | +6.3% | -33.3% | -27.5% |
| 3M | -25.4% | -5.2% | -20.2% | -25.1% |
| 6M | -30.3% | -8.3% | -22.0% | -29.8% |
| YTD | +95.8% | -2.7% | +98.4% | +94.0% |
| 1Y | +100.0% | +0.1% | +99.9% | +97.0% |
| 3Y | +238.3% | -1.0% | +239.3% | +228.3% |
| 5Y | +187.6% | +10.6% | +176.9% | +162.5% |
| All | +417.8% | +127.3% | +290.5% | +299.1% |
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 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