+210.2%
HD vs HSY
+124.3%
+85.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.8% |
| 7D | -1.8% | -3.0% | +1.1% | -0.7% |
| 30D | -10.8% | -5.0% | -5.8% | -9.2% |
| 3M | -2.7% | -1.3% | -1.4% | -2.4% |
| 6M | -10.3% | -21.5% | +11.2% | -2.3% |
| YTD | -7.8% | -3.3% | -4.5% | -7.7% |
| 1Y | -23.1% | -5.5% | -17.6% | -22.6% |
| 3Y | +2.0% | -9.9% | +11.9% | +2.5% |
| 5Y | +6.2% | +11.3% | -5.1% | -6.5% |
| 10Y | +210.2% | +128.1% | +82.1% | +119.0% |
| All | +210.2% | +124.3% | +85.9% | +119.0% |
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