+432.7%
SN vs HSY
-19.2%
+451.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.8% | -1.2% | -3.0% |
| 7D | +1.4% | -2.3% | +3.7% | +1.4% |
| 30D | +16.6% | +6.3% | +10.3% | +16.5% |
| 3M | +18.3% | -5.2% | +23.5% | +18.3% |
| 6M | +103.1% | -8.3% | +111.4% | +102.9% |
| YTD | +96.7% | -2.7% | +99.4% | +96.2% |
| 1Y | +134.3% | +0.1% | +134.2% | +133.5% |
| 3Y | +425.2% | -1.0% | +426.3% | +414.2% |
| All | +432.7% | -19.2% | +451.8% | +471.2% |
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