+116.4%
HPE vs HSY
+10.7%
+105.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +4.2% | -9.8% | -3.5% |
| 7D | -17.0% | +6.6% | -23.5% | -13.9% |
| 30D | -26.7% | +8.4% | -35.1% | -23.3% |
| 3M | -4.1% | -1.8% | -2.4% | -2.9% |
| 6M | +75.4% | -2.6% | +78.1% | +76.2% |
| YTD | +111.0% | -2.0% | +113.0% | +118.6% |
| 1Y | +116.4% | +8.3% | +108.1% | +125.6% |
| All | +116.4% | +10.7% | +105.8% | +125.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling