+81.0%
F vs HSY
+122.5%
-41.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.6% | +3.2% | +1.4% |
| 7D | -0.6% | +1.3% | -1.9% | -1.0% |
| 30D | +2.9% | +6.6% | -3.7% | +0.8% |
| 3M | -9.5% | -4.1% | -5.4% | -8.5% |
| 6M | +4.0% | -5.2% | +9.3% | +5.2% |
| YTD | -1.3% | -2.5% | +1.3% | -1.7% |
| 1Y | -1.9% | +4.7% | -6.7% | -4.7% |
| 3Y | +53.5% | +0.6% | +52.9% | +48.0% |
| 5Y | -15.1% | +11.7% | -26.8% | -22.8% |
| 10Y | +81.0% | +120.0% | -39.0% | +45.6% |
| All | +81.0% | +122.5% | -41.5% | +45.6% |
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