+803.7%
B vs HSY
+4,402.6%
-3,598.9%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -2.1% |
| 7D | -1.6% | -3.3% | +1.7% | -1.3% |
| 30D | +9.4% | -2.8% | +12.3% | +9.7% |
| 3M | +5.0% | -4.5% | +9.5% | +5.3% |
| 6M | -3.5% | -24.2% | +20.7% | -1.2% |
| YTD | +4.5% | -2.7% | +7.2% | +4.4% |
| 1Y | +67.8% | -3.7% | +71.5% | +67.8% |
| 3Y | +196.7% | -11.5% | +208.2% | +197.4% |
| 5Y | +151.9% | +10.3% | +141.6% | +147.7% |
| 10Y | +202.2% | +122.1% | +80.0% | +185.6% |
| All | +803.7% | +4,402.6% | -3,598.9% | +1,172.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling