-2.6%
SLB vs HSY
+124.3%
-126.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.1% |
| 7D | -1.9% | -3.0% | +1.1% | -1.0% |
| 30D | +7.8% | -5.0% | +12.8% | +9.3% |
| 3M | +2.7% | -1.3% | +4.0% | +2.6% |
| 6M | +22.2% | -21.5% | +43.7% | +30.7% |
| YTD | +51.1% | -3.3% | +54.4% | +50.6% |
| 1Y | +63.3% | -5.5% | +68.8% | +63.5% |
| 3Y | +2.4% | -9.9% | +12.4% | +2.3% |
| 5Y | +139.3% | +11.3% | +128.0% | +109.6% |
| 10Y | -2.6% | +128.1% | -130.7% | -26.7% |
| All | -2.6% | +124.3% | -126.9% | -26.7% |
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