+43.8%
D vs HSY
+122.5%
-78.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | +0.6% |
| 7D | +0.8% | +1.3% | -0.5% | +0.2% |
| 30D | +10.7% | +6.6% | +4.1% | +7.5% |
| 3M | +2.3% | -4.1% | +6.4% | +3.9% |
| 6M | +12.5% | -5.2% | +17.7% | +14.4% |
| YTD | +20.1% | -2.5% | +22.6% | +19.2% |
| 1Y | +15.6% | +4.7% | +10.8% | +10.6% |
| 3Y | +75.2% | +0.6% | +74.6% | +65.2% |
| 5Y | +14.6% | +11.7% | +2.9% | +0.2% |
| 10Y | +43.8% | +120.0% | -76.2% | -10.7% |
| All | +43.8% | +122.5% | -78.8% | -10.7% |
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