+114.8%
ALL vs HSY
+13.1%
+101.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.4% | -2.4% |
| 7D | -1.7% | -1.6% | -0.2% | -1.3% |
| 30D | -4.7% | -4.2% | -0.4% | -3.7% |
| 3M | +18.4% | -0.7% | +19.1% | +18.6% |
| 6M | +20.5% | -21.8% | +42.3% | +27.3% |
| YTD | +23.5% | -2.7% | +26.2% | +23.6% |
| 1Y | +29.0% | -4.8% | +33.8% | +29.5% |
| 3Y | +153.7% | -9.4% | +163.1% | +156.8% |
| 5Y | +114.8% | +11.3% | +103.5% | +89.7% |
| All | +114.8% | +13.1% | +101.7% | +89.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling