+311.0%
SPYM vs HSY
+128.6%
+182.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.6% |
| 7D | +2.6% | -2.1% | +4.7% | +3.1% |
| 30D | -2.0% | +6.1% | -8.1% | -3.8% |
| 3M | -2.8% | -5.6% | +2.8% | -1.6% |
| 6M | +2.2% | -9.5% | +11.7% | +4.3% |
| YTD | +11.5% | -2.1% | +13.6% | +10.4% |
| 1Y | +13.5% | +0.8% | +12.7% | +11.2% |
| 3Y | +78.0% | -2.1% | +80.2% | +71.4% |
| 5Y | +73.1% | +11.2% | +61.9% | +54.7% |
| All | +311.0% | +128.6% | +182.4% | +193.5% |
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