-7.7%
ADP vs HSY
-3.3%
-4.4%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.1% | -3.5% | -3.5% |
| 7D | -5.5% | -1.6% | -3.9% | -5.2% |
| 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% | +21.9% |
| YTD | +5.8% | -2.7% | +8.5% | +3.6% |
| 1Y | -7.7% | -4.8% | -2.9% | -9.6% |
| All | -7.7% | -3.3% | -4.4% | -9.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling