+133.6%
HOOD vs HSY
+13.2%
+120.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.7% | -2.3% |
| 7D | -5.1% | +3.8% | -8.9% | -4.0% |
| 30D | -25.4% | +6.9% | -32.3% | -23.7% |
| 3M | -14.0% | -4.1% | -9.9% | -14.6% |
| 6M | +5.6% | -5.0% | +10.6% | +4.9% |
| YTD | -28.1% | -2.3% | -25.8% | -27.4% |
| 1Y | -40.1% | +6.1% | -46.2% | -38.3% |
| 3Y | +888.2% | -0.7% | +888.9% | +918.4% |
| 5Y | +135.8% | +9.9% | +125.9% | +221.6% |
| All | +133.6% | +13.2% | +120.4% | +216.3% |
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