+2,502.1%
SOXX vs HSY
+916.3%
+1,585.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.2% | -4.0% | -3.1% |
| 7D | +3.0% | -0.4% | +3.4% | +3.1% |
| 30D | -3.1% | -3.4% | +0.3% | -2.3% |
| 3M | -4.4% | -0.5% | -3.9% | -5.2% |
| 6M | +52.9% | -19.1% | +72.0% | +61.1% |
| YTD | +72.0% | -2.1% | +74.1% | +69.5% |
| 1Y | +105.1% | -3.2% | +108.3% | +102.0% |
| 3Y | +220.6% | -8.8% | +229.4% | +212.9% |
| 5Y | +244.8% | +13.0% | +231.8% | +203.9% |
| 10Y | +1,537.1% | +130.9% | +1,406.2% | +976.1% |
| All | +2,502.1% | +916.3% | +1,585.8% | +969.6% |
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