+69.6%
HST vs HSY
-10.5%
+80.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.4% |
| 7D | -1.0% | -3.3% | +2.3% | -0.6% |
| 30D | -12.3% | -2.8% | -9.4% | -11.9% |
| 3M | -6.4% | -4.5% | -1.9% | -5.9% |
| 6M | +15.0% | -24.2% | +39.2% | +19.3% |
| YTD | +30.5% | -2.7% | +33.2% | +29.8% |
| 1Y | +35.7% | -3.7% | +39.4% | +35.1% |
| All | +69.6% | -10.5% | +80.0% | +67.3% |
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