+270.5%
ADP vs HSY
+122.8%
+147.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.1% | -3.5% | -3.5% |
| 7D | -5.5% | -1.6% | -3.9% | -4.9% |
| 30D | -1.2% | -4.2% | +3.0% | +0.5% |
| 3M | +17.9% | -0.7% | +18.6% | +18.1% |
| 6M | +20.3% | -21.8% | +42.1% | +32.1% |
| YTD | +5.8% | -2.7% | +8.5% | +5.2% |
| 1Y | -7.7% | -4.8% | -2.9% | -7.7% |
| 3Y | +14.7% | -9.4% | +24.1% | +14.4% |
| 5Y | +45.8% | +11.3% | +34.5% | +26.4% |
| 10Y | +270.5% | +125.0% | +145.5% | +147.5% |
| All | +270.5% | +122.8% | +147.7% | +147.5% |
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