+127.8%
HSY vs A
+247.2%
-119.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.4% | +1.5% |
| 7D | -0.4% | -4.6% | +4.2% | +0.5% |
| 30D | -3.4% | -4.3% | +0.8% | -2.7% |
| 3M | -0.5% | +8.9% | -9.5% | -2.4% |
| 6M | -19.1% | +24.5% | -43.7% | -23.2% |
| YTD | -2.1% | +5.8% | -7.9% | -3.9% |
| 1Y | -3.2% | +16.2% | -19.5% | -7.1% |
| 3Y | -8.8% | +28.5% | -37.3% | -15.9% |
| 5Y | +13.0% | -16.3% | +29.3% | +14.0% |
| All | +127.8% | +247.2% | -119.3% | +63.2% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded A 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling