+316.9%
SPYM vs HSY
+128.6%
+188.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.7% |
| 7D | -1.0% | +0.1% | -1.1% | -1.1% |
| 30D | -1.3% | -5.2% | +3.8% | 0.0% |
| 3M | +3.6% | -3.4% | +7.0% | +4.2% |
| 6M | +13.3% | -19.2% | +32.5% | +19.6% |
| YTD | +12.4% | -2.6% | +15.1% | +11.7% |
| 1Y | +17.3% | -3.8% | +21.0% | +16.6% |
| 3Y | +76.8% | -10.6% | +87.4% | +77.1% |
| 5Y | +83.6% | +12.3% | +71.3% | +64.0% |
| All | +316.9% | +128.6% | +188.3% | +210.5% |
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