+78.0%
HST vs HSY
+3.5%
+74.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | -2.7% | +7.5% | -10.2% | -3.5% |
| 30D | +10.7% | +11.1% | -0.4% | +9.2% |
| 3M | +6.3% | -1.9% | +8.2% | +6.5% |
| 6M | +19.0% | -3.0% | +22.0% | +19.2% |
| YTD | +47.0% | 0.0% | +47.0% | +45.7% |
| 1Y | +53.4% | +9.4% | +44.0% | +49.7% |
| 3Y | +78.0% | +3.8% | +74.2% | +71.6% |
| All | +78.0% | +3.5% | +74.5% | +71.6% |
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 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