+317.2%
ADP vs HSY
+127.3%
+189.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +1.2% |
| 7D | +0.3% | -2.3% | +2.6% | +1.2% |
| 30D | +11.6% | +6.3% | +5.3% | +8.8% |
| 3M | +15.1% | -5.2% | +20.3% | +17.4% |
| 6M | +46.0% | -8.3% | +54.3% | +50.5% |
| YTD | +22.4% | -2.7% | +25.0% | +21.5% |
| 1Y | +24.5% | +0.1% | +24.3% | +21.9% |
| 3Y | +44.8% | -1.0% | +45.9% | +37.5% |
| 5Y | +49.1% | +10.6% | +38.5% | +29.4% |
| All | +317.2% | +127.3% | +189.9% | +170.0% |
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