+368.4%
ALL vs HSY
+121.1%
+247.3%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.3% | +2.6% | +2.8% |
| 7D | -0.1% | +3.8% | -4.0% | -1.7% |
| 30D | +13.8% | +6.9% | +6.9% | +10.6% |
| 3M | -2.8% | -4.1% | +1.3% | -1.3% |
| 6M | +23.7% | -5.0% | +28.7% | +25.6% |
| YTD | +27.3% | -2.3% | +29.6% | +26.7% |
| 1Y | +30.5% | +6.1% | +24.5% | +25.4% |
| 3Y | +113.0% | -0.7% | +113.7% | +103.2% |
| 5Y | +157.6% | +9.9% | +147.7% | +126.5% |
| 10Y | +368.4% | +127.8% | +240.6% | +216.2% |
| All | +368.4% | +121.1% | +247.3% | +216.2% |
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