+1,181.6%
HSY vs A
+457.0%
+724.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.1% |
| 7D | -3.3% | -1.9% | -1.4% | -3.1% |
| 30D | -2.8% | +6.9% | -9.7% | -3.4% |
| 3M | -4.5% | +9.2% | -13.7% | -5.2% |
| 6M | -24.2% | +25.7% | -49.9% | -25.8% |
| YTD | -2.7% | +11.5% | -14.3% | -3.9% |
| 1Y | -3.7% | +18.4% | -22.1% | -5.4% |
| 3Y | -11.5% | +26.6% | -38.1% | -13.9% |
| 5Y | +10.3% | -12.8% | +23.2% | +9.7% |
| 10Y | +122.1% | +247.2% | -125.1% | +100.2% |
| All | +1,181.6% | +457.0% | +724.6% | +991.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling