+1,559.3%
ASML vs HSY
+127.3%
+1,432.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.8% | -0.7% | -2.1% |
| 7D | +10.4% | -2.3% | +12.7% | +10.7% |
| 30D | -12.7% | +6.3% | -19.0% | -13.9% |
| 3M | -17.2% | -5.2% | -12.0% | -16.6% |
| 6M | -1.3% | -8.3% | +7.0% | -0.5% |
| YTD | +40.8% | -2.7% | +43.4% | +39.1% |
| 1Y | +45.2% | +0.1% | +45.1% | +42.2% |
| 3Y | +131.8% | -1.0% | +132.9% | +120.6% |
| 5Y | +84.0% | +10.6% | +73.4% | +63.0% |
| All | +1,559.3% | +127.3% | +1,432.0% | +1,154.7% |
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