+128.2%
ADM vs HSY
+131.3%
-3.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.4% | +0.9% | +1.8% |
| 7D | +0.1% | +1.1% | -1.0% | -0.3% |
| 30D | -11.8% | +7.7% | -19.5% | -14.5% |
| 3M | -11.3% | -2.3% | -9.0% | -10.8% |
| 6M | -10.0% | -5.3% | -4.7% | -9.0% |
| YTD | +25.9% | -0.9% | +26.8% | +23.4% |
| 1Y | +26.7% | +5.2% | +21.4% | +20.8% |
| 3Y | +8.1% | +0.7% | +7.4% | +2.3% |
| 5Y | +23.5% | +12.2% | +11.3% | +8.9% |
| 10Y | +128.2% | +131.1% | -2.9% | +48.3% |
| All | +128.2% | +131.3% | -3.1% | +48.3% |
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