+1,330.6%
HST vs HSY
+4,402.6%
-3,072.0%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.7% |
| 7D | -1.0% | -3.3% | +2.3% | +0.3% |
| 30D | -12.3% | -2.8% | -9.4% | -11.3% |
| 3M | -6.4% | -4.5% | -1.9% | -5.2% |
| 6M | +15.0% | -24.2% | +39.2% | +27.4% |
| YTD | +30.5% | -2.7% | +33.2% | +29.8% |
| 1Y | +35.7% | -3.7% | +39.4% | +34.8% |
| 3Y | +68.4% | -11.5% | +79.8% | +68.8% |
| 5Y | +73.1% | +10.3% | +62.8% | +55.0% |
| 10Y | +92.7% | +122.1% | -29.4% | +23.3% |
| All | +1,330.6% | +4,402.6% | -3,072.0% | +174.5% |
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