+142.1%
GOOG vs HSY
-8.8%
+150.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.7% |
| 7D | -2.5% | -0.4% | -2.1% | -2.5% |
| 30D | -3.6% | -3.4% | -0.2% | -3.8% |
| 3M | -6.4% | -0.5% | -5.9% | -6.4% |
| 6M | +7.8% | -19.1% | +26.9% | +6.4% |
| YTD | +5.5% | -2.1% | +7.6% | +5.6% |
| 1Y | +38.3% | -3.2% | +41.5% | +38.6% |
| All | +142.1% | -8.8% | +150.9% | +154.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling