+269.4%
HPE vs HSY
-9.9%
+279.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.6% | +5.7% | +5.0% |
| 7D | +13.6% | -3.0% | +16.6% | +13.1% |
| 30D | +7.7% | -5.0% | +12.8% | +6.8% |
| 3M | +22.4% | -1.3% | +23.7% | +22.4% |
| 6M | +172.6% | -21.5% | +194.1% | +167.1% |
| YTD | +147.5% | -3.3% | +150.8% | +147.7% |
| 1Y | +151.8% | -5.5% | +157.3% | +152.0% |
| All | +269.4% | -9.9% | +279.3% | +283.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling