+82.3%
SPYM vs HSY
+10.6%
+71.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.2% | -0.4% |
| 7D | -0.4% | -3.0% | +2.6% | -0.1% |
| 30D | -1.4% | -5.0% | +3.7% | -0.9% |
| 3M | +3.7% | -1.3% | +5.0% | +3.7% |
| 6M | +13.0% | -21.5% | +34.5% | +16.0% |
| YTD | +12.5% | -3.3% | +15.7% | +12.2% |
| 1Y | +18.6% | -5.5% | +24.1% | +18.6% |
| 3Y | +78.0% | -9.9% | +88.0% | +79.7% |
| 5Y | +82.3% | +11.3% | +71.0% | +71.6% |
| All | +82.3% | +10.6% | +71.7% | +71.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling