+11,904.6%
ADP vs HSY
+4,530.8%
+7,373.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.4% |
| 7D | +3.2% | +7.5% | -4.3% | +0.8% |
| 30D | +14.9% | +11.1% | +3.8% | +11.1% |
| 3M | +11.6% | -1.9% | +13.6% | +12.3% |
| 6M | +48.5% | -3.0% | +51.4% | +49.5% |
| YTD | +20.6% | 0.0% | +20.5% | +19.3% |
| 1Y | +23.7% | +9.4% | +14.3% | +18.8% |
| 3Y | +47.8% | +3.8% | +44.0% | +41.1% |
| 5Y | +47.7% | +15.2% | +32.6% | +35.4% |
| 10Y | +324.0% | +126.9% | +197.1% | +214.6% |
| All | +11,904.6% | +4,530.8% | +7,373.8% | +3,357.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling