+517.6%
SPMO vs HSY
+128.6%
+389.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.7% |
| 7D | -0.9% | +0.1% | -1.0% | -1.0% |
| 30D | -1.9% | -5.2% | +3.3% | -0.8% |
| 3M | -1.4% | -3.4% | +2.0% | -1.1% |
| 6M | +25.5% | -19.2% | +44.7% | +31.4% |
| YTD | +24.8% | -2.6% | +27.5% | +23.7% |
| 1Y | +24.5% | -3.8% | +28.3% | +23.4% |
| 3Y | +157.1% | -10.6% | +167.8% | +156.4% |
| 5Y | +149.5% | +12.3% | +137.2% | +121.7% |
| All | +517.6% | +128.6% | +389.0% | +364.9% |
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