+228.9%
ARM vs HSY
+3.5%
+225.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.4% | +4.4% | +4.8% |
| 7D | -15.2% | +7.5% | -22.8% | -13.6% |
| 30D | -40.7% | +11.1% | -51.7% | -39.1% |
| 3M | -39.1% | -1.9% | -37.2% | -38.7% |
| 6M | -26.4% | -3.0% | -23.4% | -25.7% |
| YTD | +59.7% | 0.0% | +59.7% | +62.8% |
| 1Y | +10.3% | +9.4% | +0.9% | +12.9% |
| 3Y | +228.9% | +3.8% | +225.1% | +244.4% |
| All | +228.9% | +3.5% | +225.3% | +244.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling