+236.1%
ALNY vs HSY
+128.6%
+107.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.6% |
| 7D | -6.5% | +0.1% | -6.6% | -6.6% |
| 30D | +11.0% | -5.2% | +16.2% | +12.1% |
| 3M | -14.1% | -3.4% | -10.7% | -13.4% |
| 6M | -22.4% | -19.2% | -3.2% | -19.6% |
| YTD | -37.5% | -2.6% | -34.8% | -37.5% |
| 1Y | -46.9% | -3.8% | -43.2% | -47.0% |
| 3Y | +22.1% | -10.6% | +32.7% | +22.1% |
| 5Y | +31.2% | +12.3% | +18.9% | +24.6% |
| All | +236.1% | +128.6% | +107.5% | +165.0% |
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