+1,395.4%
ASML vs HSY
+125.6%
+1,269.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.4% | +4.7% | +5.0% |
| 7D | -9.0% | +7.5% | -16.5% | -10.2% |
| 30D | -21.0% | +11.1% | -32.0% | -22.6% |
| 3M | -16.3% | -1.9% | -14.4% | -16.2% |
| 6M | -7.5% | -3.0% | -4.5% | -7.9% |
| YTD | +34.0% | 0.0% | +34.0% | +31.8% |
| 1Y | +39.3% | +9.4% | +29.9% | +33.6% |
| 3Y | +128.9% | +3.8% | +125.1% | +115.1% |
| 5Y | +76.1% | +15.2% | +60.9% | +54.2% |
| All | +1,395.4% | +125.6% | +1,269.8% | +1,016.2% |
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