+196.4%
SO vs HSY
+128.6%
+67.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.0% |
| 7D | +1.4% | -2.1% | +3.5% | +2.3% |
| 30D | +4.7% | +6.1% | -1.4% | +1.8% |
| 3M | +1.7% | -5.6% | +7.3% | +4.0% |
| 6M | +2.2% | -9.5% | +11.7% | +6.0% |
| YTD | +10.0% | -2.1% | +12.1% | +8.8% |
| 1Y | +6.0% | +0.8% | +5.3% | +3.4% |
| 3Y | +54.1% | -2.1% | +56.2% | +47.6% |
| 5Y | +79.6% | +11.2% | +68.4% | +56.8% |
| All | +196.4% | +128.6% | +67.8% | +78.5% |
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