+193.4%
B vs HSY
+122.8%
+70.6%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.5% | -1.5% |
| 7D | +2.3% | -1.6% | +3.9% | +2.7% |
| 30D | +1.4% | -4.2% | +5.6% | +2.4% |
| 3M | +12.2% | -0.7% | +12.9% | +12.1% |
| 6M | -2.1% | -21.8% | +19.7% | +3.6% |
| YTD | +2.9% | -2.7% | +5.6% | +2.5% |
| 1Y | +55.3% | -4.8% | +60.1% | +55.3% |
| 3Y | +198.7% | -9.4% | +208.1% | +198.6% |
| 5Y | +153.8% | +11.3% | +142.5% | +134.1% |
| 10Y | +193.4% | +125.0% | +68.4% | +141.6% |
| All | +193.4% | +122.8% | +70.6% | +141.6% |
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