+48.3%
D vs HSY
+121.1%
-72.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | +2.4% | +3.8% | -1.4% | +0.7% |
| 30D | +10.9% | +6.9% | +4.0% | +7.6% |
| 3M | +2.8% | -4.1% | +6.9% | +4.5% |
| 6M | +12.7% | -5.0% | +17.7% | +14.4% |
| YTD | +20.3% | -2.3% | +22.6% | +19.2% |
| 1Y | +17.1% | +6.1% | +11.0% | +11.5% |
| 3Y | +75.1% | -0.7% | +75.8% | +66.4% |
| 5Y | +13.1% | +9.9% | +3.3% | 0.0% |
| 10Y | +48.3% | +127.8% | -79.6% | -8.4% |
| All | +48.3% | +121.1% | -72.8% | -8.4% |
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