+77.4%
HSY vs ALC
+20.4%
+57.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.4% |
| 7D | -3.0% | -5.3% | +2.3% | -1.9% |
| 30D | -5.0% | -7.1% | +2.0% | -3.6% |
| 3M | -1.3% | +0.8% | -2.1% | -1.5% |
| 6M | -21.5% | -16.0% | -5.5% | -19.0% |
| YTD | -3.3% | -12.7% | +9.5% | -1.1% |
| 1Y | -5.5% | -12.8% | +7.3% | -3.5% |
| 3Y | -9.9% | -15.8% | +5.9% | -8.9% |
| 5Y | +11.3% | -16.7% | +28.0% | +11.7% |
| All | +77.4% | +20.4% | +57.0% | +41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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