-16.5%
SOUN vs HSY
-14.7%
-1.8%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.4% |
| 7D | -7.1% | +0.1% | -7.2% | -7.1% |
| 30D | -15.4% | -5.2% | -10.2% | -15.8% |
| 3M | -10.6% | -3.4% | -7.2% | -10.7% |
| 6M | -19.6% | -19.2% | -0.4% | -20.1% |
| YTD | -37.2% | -2.6% | -34.6% | -37.1% |
| 1Y | -57.1% | -3.8% | -53.3% | -56.9% |
| 3Y | +178.2% | -10.6% | +188.8% | +183.4% |
| All | -16.5% | -14.7% | -1.8% | -16.9% |
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