+307.8%
SPY vs HSY
+128.6%
+179.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -0.9% | -0.5% |
| 7D | +2.6% | -2.1% | +4.7% | +3.1% |
| 30D | -2.0% | +6.1% | -8.1% | -3.7% |
| 3M | -2.8% | -5.6% | +2.8% | -1.6% |
| 6M | +2.1% | -9.5% | +11.7% | +4.2% |
| YTD | +11.5% | -2.1% | +13.6% | +10.3% |
| 1Y | +13.5% | +0.8% | +12.7% | +11.2% |
| 3Y | +77.7% | -2.1% | +79.8% | +71.2% |
| 5Y | +72.6% | +11.2% | +61.4% | +54.7% |
| All | +307.8% | +128.6% | +179.3% | +190.6% |
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 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