+7.4%
HAL vs HSY
+124.3%
-116.9%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.1% |
| 7D | -1.3% | -3.0% | +1.6% | -0.2% |
| 30D | +10.9% | -5.0% | +15.9% | +12.9% |
| 3M | -5.8% | -1.3% | -4.5% | -6.0% |
| 6M | +8.1% | -21.5% | +29.6% | +17.5% |
| YTD | +33.2% | -3.3% | +36.5% | +32.1% |
| 1Y | +74.2% | -5.5% | +79.7% | +73.5% |
| 3Y | -3.7% | -9.9% | +6.2% | -4.4% |
| 5Y | +111.9% | +11.3% | +100.5% | +77.8% |
| 10Y | +7.4% | +128.1% | -120.7% | -19.7% |
| All | +7.4% | +124.3% | -116.9% | -19.7% |
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