-14.4%
SMR vs HSY
-3.7%
-10.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -0.6% | -15.1% | -15.8% |
| 7D | -11.2% | +0.1% | -11.3% | -11.2% |
| 30D | -10.2% | -5.2% | -5.0% | -10.9% |
| 3M | -10.0% | -3.4% | -6.6% | -10.2% |
| 6M | -30.5% | -19.2% | -11.3% | -31.3% |
| YTD | -39.2% | -2.6% | -36.6% | -39.1% |
| 1Y | -75.5% | -3.8% | -71.8% | -75.5% |
| 3Y | +45.4% | -10.6% | +56.1% | +49.2% |
| All | -14.4% | -3.7% | -10.7% | -12.4% |
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