+67.7%
ASML vs HSY
+14.4%
+53.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +1.7% | -11.0% | -9.2% |
| 7D | -19.0% | +10.7% | -29.7% | -18.2% |
| 30D | -25.9% | +10.3% | -36.3% | -25.1% |
| 3M | -19.1% | -0.4% | -18.6% | -18.7% |
| 6M | -5.7% | -2.5% | -3.2% | -5.3% |
| YTD | +27.6% | -0.3% | +27.9% | +28.4% |
| 1Y | +30.8% | +7.6% | +23.2% | +31.3% |
| 3Y | +116.2% | +3.2% | +113.0% | +113.4% |
| 5Y | +67.7% | +14.7% | +52.9% | +76.1% |
| All | +67.7% | +14.4% | +53.3% | +76.1% |
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