+571.9%
HPE vs HSY
+139.6%
+432.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.6% | -4.3% | -3.8% |
| 7D | +7.9% | -2.1% | +10.0% | +8.1% |
| 30D | -23.5% | +6.1% | -29.6% | -24.4% |
| 3M | -19.1% | -5.6% | -13.4% | -18.6% |
| 6M | +51.4% | -9.5% | +60.9% | +52.8% |
| YTD | +103.4% | -2.1% | +105.5% | +101.1% |
| 1Y | +114.4% | +0.8% | +113.6% | +110.4% |
| 3Y | +224.7% | -2.1% | +226.8% | +213.9% |
| 5Y | +277.8% | +11.2% | +266.5% | +245.8% |
| 10Y | +371.1% | +128.3% | +242.8% | +259.1% |
| All | +571.9% | +139.6% | +432.3% | +365.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling