+369.0%
ALL vs HSY
+131.3%
+237.7%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | -0.2% |
| 7D | -2.6% | +1.1% | -3.7% | -3.0% |
| 30D | +12.7% | +7.7% | +5.0% | +9.2% |
| 3M | +0.4% | -2.3% | +2.7% | +1.1% |
| 6M | +23.8% | -5.3% | +29.1% | +25.9% |
| YTD | +27.8% | -0.9% | +28.7% | +26.5% |
| 1Y | +28.9% | +5.2% | +23.7% | +24.2% |
| 3Y | +113.9% | +0.7% | +113.1% | +102.9% |
| 5Y | +157.4% | +12.2% | +145.2% | +124.1% |
| 10Y | +369.0% | +131.1% | +237.9% | +214.7% |
| All | +369.0% | +131.3% | +237.7% | +214.7% |
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