+498.2%
HCA vs HSY
+128.6%
+369.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +1.9% | +1.6% |
| 7D | +5.4% | +0.1% | +5.3% | +5.3% |
| 30D | +3.0% | -5.2% | +8.2% | +5.2% |
| 3M | +13.0% | -3.4% | +16.4% | +14.4% |
| 6M | -20.3% | -19.2% | -1.1% | -13.1% |
| YTD | -8.2% | -2.6% | -5.6% | -8.3% |
| 1Y | +6.7% | -3.8% | +10.5% | +6.8% |
| 3Y | +60.4% | -10.6% | +71.0% | +62.3% |
| 5Y | +73.4% | +12.3% | +61.1% | +51.3% |
| All | +498.2% | +128.6% | +369.6% | +306.1% |
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 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