+123.2%
HSY vs ALK
-45.1%
+168.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.8% | +3.0% | -1.3% |
| 7D | -2.3% | +0.9% | -3.2% | -2.5% |
| 30D | +6.3% | +3.3% | +3.0% | +5.8% |
| 3M | -5.2% | -17.6% | +12.4% | -3.6% |
| 6M | -8.3% | +0.8% | -9.1% | -9.0% |
| YTD | -2.7% | -22.4% | +19.7% | -1.3% |
| 1Y | +0.1% | -10.1% | +10.2% | -0.2% |
| 3Y | -1.0% | +14.0% | -15.0% | -7.3% |
| 5Y | +10.6% | -29.8% | +40.4% | +8.7% |
| All | +123.2% | -45.1% | +168.3% | +105.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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