+296.4%
ARM vs HSY
-9.9%
+306.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.1% | +5.0% | +3.8% |
| 7D | +5.5% | -3.3% | +8.8% | +5.0% |
| 30D | -8.2% | -2.8% | -5.4% | -8.6% |
| 3M | -35.9% | -4.5% | -31.4% | -36.0% |
| 6M | +103.1% | -24.2% | +127.3% | +101.2% |
| YTD | +130.6% | -2.7% | +133.4% | +131.6% |
| 1Y | +86.1% | -3.7% | +89.8% | +87.2% |
| All | +296.4% | -9.9% | +306.3% | +333.5% |
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