+131.1%
HSY vs A
+308.8%
-177.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.5% |
| 7D | +1.1% | -0.1% | +1.2% | +1.1% |
| 30D | +7.7% | +3.3% | +4.4% | +6.9% |
| 3M | -2.3% | +18.5% | -20.8% | -5.8% |
| 6M | -5.3% | +59.3% | -64.6% | -14.3% |
| YTD | -0.9% | +31.0% | -31.9% | -6.9% |
| 1Y | +5.2% | +19.3% | -14.1% | +0.8% |
| 3Y | +0.7% | +66.8% | -66.1% | -12.1% |
| 5Y | +12.2% | +15.5% | -3.3% | +5.1% |
| 10Y | +131.1% | +312.3% | -181.2% | +54.9% |
| All | +131.1% | +308.8% | -177.7% | +54.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling