+295.5%
SPGI vs HSY
+122.8%
+172.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.3% | -3.2% |
| 7D | -2.5% | -1.6% | -0.9% | -1.9% |
| 30D | +5.4% | -4.2% | +9.6% | +7.1% |
| 3M | +9.0% | -0.7% | +9.8% | +9.1% |
| 6M | +0.8% | -21.8% | +22.6% | +9.9% |
| YTD | -12.6% | -2.7% | -9.9% | -13.4% |
| 1Y | -16.1% | -4.8% | -11.3% | -16.5% |
| 3Y | +19.0% | -9.4% | +28.4% | +18.1% |
| 5Y | +5.1% | +11.3% | -6.2% | -9.5% |
| 10Y | +295.5% | +125.0% | +170.4% | +179.7% |
| All | +295.5% | +122.8% | +172.6% | +179.7% |
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