+811.4%
SPYM vs HSY
+438.3%
+373.1%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.6% |
| 7D | +2.6% | -2.1% | +4.7% | +3.2% |
| 30D | -2.0% | +6.1% | -8.1% | -4.0% |
| 3M | -2.8% | -5.6% | +2.8% | -1.5% |
| 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% | +71.5% |
| 5Y | +73.1% | +11.2% | +61.9% | +57.7% |
| 10Y | +310.9% | +128.3% | +182.6% | +189.9% |
| All | +811.4% | +438.3% | +373.1% | +326.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling