+78.0%
SPYM vs HSY
-0.5%
+78.5%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.4% |
| 7D | +2.6% | -2.1% | +4.7% | +2.6% |
| 30D | -2.0% | +6.1% | -8.1% | -2.1% |
| 3M | -2.8% | -5.6% | +2.8% | -2.7% |
| 6M | +2.2% | -9.5% | +11.7% | +2.4% |
| YTD | +11.5% | -2.1% | +13.6% | +11.5% |
| 1Y | +13.5% | +0.8% | +12.7% | +13.3% |
| 3Y | +78.0% | -2.1% | +80.2% | +76.7% |
| All | +78.0% | -0.5% | +78.5% | +76.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling