+14.6%
SNOW vs HSY
+38.9%
-24.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.1% | -2.5% |
| 7D | +5.5% | -2.1% | +7.6% | +5.1% |
| 30D | -13.2% | +6.1% | -19.3% | -12.1% |
| 3M | -13.7% | -5.6% | -8.1% | -14.1% |
| 6M | +91.0% | -9.5% | +100.5% | +89.2% |
| YTD | +32.7% | -2.1% | +34.8% | +32.7% |
| 1Y | +13.3% | +0.8% | +12.5% | +13.6% |
| 3Y | +83.4% | -2.1% | +85.5% | +85.2% |
| 5Y | -24.7% | +11.2% | -36.0% | -19.1% |
| All | +14.6% | +38.9% | -24.3% | +16.0% |
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 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