+823.3%
SPYM vs HSY
+435.2%
+388.1%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.6% | -0.6% |
| 7D | +0.6% | -1.6% | +2.1% | +1.0% |
| 30D | -0.9% | -4.2% | +3.3% | +0.3% |
| 3M | +3.9% | -0.7% | +4.6% | +3.7% |
| 6M | +14.5% | -21.8% | +36.3% | +22.5% |
| YTD | +13.0% | -2.7% | +15.7% | +12.4% |
| 1Y | +19.4% | -4.8% | +24.3% | +19.2% |
| 3Y | +78.9% | -9.4% | +88.2% | +77.5% |
| 5Y | +82.3% | +11.3% | +71.1% | +66.4% |
| 10Y | +314.7% | +125.0% | +189.7% | +194.5% |
| All | +823.3% | +435.2% | +388.1% | +333.8% |
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