+243.8%
HPQ vs HSY
+128.6%
+115.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -0.6% | +9.0% | +8.6% |
| 7D | +9.8% | +0.1% | +9.7% | +9.7% |
| 30D | +22.4% | -5.2% | +27.5% | +24.3% |
| 3M | +45.2% | -3.4% | +48.6% | +46.5% |
| 6M | +96.4% | -19.2% | +115.6% | +108.8% |
| YTD | +65.4% | -2.6% | +68.0% | +64.6% |
| 1Y | +31.6% | -3.8% | +35.3% | +31.1% |
| 3Y | +37.0% | -10.6% | +47.7% | +37.8% |
| 5Y | +53.0% | +12.3% | +40.7% | +36.8% |
| All | +243.8% | +128.6% | +115.2% | +156.4% |
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