+615.0%
F vs HSY
+4,402.6%
-3,787.6%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.5% | +1.8% |
| 7D | +5.3% | -3.3% | +8.6% | +6.4% |
| 30D | +4.6% | -2.8% | +7.4% | +5.4% |
| 3M | -3.7% | -4.5% | +0.8% | -2.7% |
| 6M | +16.8% | -24.2% | +41.0% | +27.0% |
| YTD | +15.3% | -2.7% | +18.0% | +15.1% |
| 1Y | +31.0% | -3.7% | +34.7% | +30.8% |
| 3Y | +45.4% | -11.5% | +56.9% | +46.6% |
| 5Y | +54.7% | +10.3% | +44.3% | +43.1% |
| 10Y | +98.2% | +122.1% | -23.9% | +42.2% |
| All | +615.0% | +4,402.6% | -3,787.6% | +130.9% |
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