+38.5%
D vs HSY
+124.3%
-85.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.4% |
| 7D | -0.4% | -3.0% | +2.5% | +0.9% |
| 30D | -2.1% | -5.0% | +3.0% | +0.1% |
| 3M | -0.7% | -1.3% | +0.6% | -0.7% |
| 6M | +5.6% | -21.5% | +27.1% | +16.8% |
| YTD | +14.6% | -3.3% | +17.8% | +14.2% |
| 1Y | +15.3% | -5.5% | +20.8% | +15.8% |
| 3Y | +59.1% | -9.9% | +69.1% | +59.8% |
| 5Y | +3.9% | +11.3% | -7.4% | -8.7% |
| 10Y | +38.5% | +128.1% | -89.6% | -10.3% |
| All | +38.5% | +124.3% | -85.8% | -10.3% |
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