+122.4%
HST vs HSY
+128.6%
-6.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.6% | -0.2% |
| 7D | +3.6% | -2.1% | +5.7% | +4.2% |
| 30D | +11.2% | +6.1% | +5.1% | +9.1% |
| 3M | +13.1% | -5.6% | +18.7% | +14.6% |
| 6M | +23.9% | -9.5% | +33.5% | +26.7% |
| YTD | +52.3% | -2.1% | +54.4% | +50.7% |
| 1Y | +56.7% | +0.8% | +55.9% | +53.6% |
| 3Y | +87.5% | -2.1% | +89.6% | +81.5% |
| 5Y | +82.8% | +11.2% | +71.6% | +64.4% |
| All | +122.4% | +128.6% | -6.2% | +60.1% |
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