+6,358.4%
SO vs HSY
+4,423.4%
+1,935.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | -0.1% | +3.8% | -3.9% | -1.2% |
| 30D | +8.7% | +6.9% | +1.8% | +6.5% |
| 3M | +3.4% | -4.1% | +7.4% | +4.4% |
| 6M | +3.7% | -5.0% | +8.7% | +4.8% |
| YTD | +10.0% | -2.3% | +12.3% | +9.7% |
| 1Y | +6.6% | +6.1% | +0.5% | +3.8% |
| 3Y | +52.5% | -0.7% | +53.2% | +49.0% |
| 5Y | +76.1% | +9.9% | +66.2% | +66.9% |
| 10Y | +194.9% | +127.8% | +67.1% | +132.6% |
| All | +6,358.4% | +4,423.4% | +1,935.0% | +2,542.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling