+2,101.2%
SIMO vs HSY
+381.1%
+1,720.1%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.4% | +3.8% | +4.1% |
| 7D | -22.0% | +7.5% | -29.5% | -23.7% |
| 30D | -43.0% | +11.1% | -54.1% | -45.2% |
| 3M | -39.1% | -1.9% | -37.2% | -39.5% |
| 6M | -33.3% | -3.0% | -30.3% | -34.2% |
| YTD | +77.0% | 0.0% | +76.9% | +71.5% |
| 1Y | +73.0% | +9.4% | +63.6% | +62.3% |
| 3Y | +215.7% | +3.8% | +212.0% | +192.3% |
| 5Y | +155.6% | +15.2% | +140.5% | +121.0% |
| 10Y | +388.4% | +126.9% | +261.5% | +203.9% |
| All | +2,101.2% | +381.1% | +1,720.1% | +630.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling