+14.8%
SPYM vs HSY
+10.7%
+4.2%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.2% | -2.5% | +1.8% |
| 7D | -0.7% | +6.6% | -7.3% | -0.4% |
| 30D | -1.1% | +8.4% | -9.4% | -0.7% |
| 3M | -0.3% | -1.8% | +1.4% | -0.3% |
| 6M | +7.3% | -2.6% | +10.0% | +7.4% |
| YTD | +13.4% | -2.0% | +15.4% | +14.4% |
| 1Y | +14.8% | +8.3% | +6.5% | +15.4% |
| All | +14.8% | +10.7% | +4.2% | +15.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling