+171.7%
ADM vs HSY
+130.0%
+41.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | -0.1% |
| 7D | +3.0% | -0.4% | +3.4% | +3.2% |
| 30D | +8.7% | -3.4% | +12.1% | +10.1% |
| 3M | +7.6% | -0.5% | +8.1% | +7.0% |
| 6M | +26.9% | -19.1% | +46.0% | +37.2% |
| YTD | +54.3% | -2.1% | +56.4% | +52.4% |
| 1Y | +45.7% | -3.2% | +48.9% | +44.1% |
| 3Y | +21.9% | -8.8% | +30.7% | +21.5% |
| 5Y | +67.2% | +13.0% | +54.2% | +47.2% |
| All | +171.7% | +130.0% | +41.7% | +81.1% |
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 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