+45.6%
SO vs HSY
-10.5%
+56.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.3% | -0.5% |
| 7D | -0.2% | -3.3% | +3.1% | +0.6% |
| 30D | -4.6% | -2.8% | -1.8% | -4.0% |
| 3M | -3.0% | -4.5% | +1.5% | -2.2% |
| 6M | -8.3% | -24.2% | +16.0% | -2.8% |
| YTD | +3.5% | -2.7% | +6.3% | +3.3% |
| 1Y | -0.9% | -3.7% | +2.8% | -1.1% |
| All | +45.6% | -10.5% | +56.1% | +47.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling