+448.1%
SN vs HSY
-18.8%
+466.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.3% |
| 7D | +7.6% | +3.8% | +3.7% | +7.4% |
| 30D | +22.4% | +6.9% | +15.6% | +22.3% |
| 3M | +21.7% | -4.1% | +25.7% | +21.6% |
| 6M | +102.8% | -5.0% | +107.8% | +102.5% |
| YTD | +102.4% | -2.3% | +104.7% | +101.9% |
| 1Y | +139.0% | +6.1% | +132.9% | +137.8% |
| 3Y | +440.4% | -0.7% | +441.1% | +429.0% |
| All | +448.1% | -18.8% | +466.9% | +487.6% |
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