+508.4%
F vs HSY
+4,530.8%
-4,022.5%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.8% |
| 7D | +1.6% | +7.5% | -6.0% | -0.8% |
| 30D | +2.6% | +11.1% | -8.4% | -0.9% |
| 3M | -8.8% | -1.9% | -6.9% | -8.4% |
| 6M | +4.6% | -3.0% | +7.6% | +5.1% |
| YTD | -1.9% | 0.0% | -1.9% | -3.1% |
| 1Y | -0.8% | +9.4% | -10.2% | -4.8% |
| 3Y | +43.5% | +3.8% | +39.7% | +37.0% |
| 5Y | -12.1% | +15.2% | -27.2% | -19.8% |
| 10Y | +83.6% | +126.9% | -43.2% | +30.9% |
| All | +508.4% | +4,530.8% | -4,022.5% | +94.5% |
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