+125.0%
HSY vs ALK
-38.6%
+163.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.1% | +3.2% | +0.4% |
| 7D | -1.6% | +0.1% | -1.7% | -1.6% |
| 30D | -4.2% | -18.5% | +14.2% | -2.3% |
| 3M | -0.7% | -3.6% | +2.8% | -0.8% |
| 6M | -21.8% | -3.7% | -18.1% | -22.1% |
| YTD | -2.7% | -19.0% | +16.3% | -1.5% |
| 1Y | -4.8% | -36.0% | +31.2% | -1.5% |
| 3Y | -9.4% | +2.3% | -11.7% | -13.7% |
| 5Y | +11.3% | -27.8% | +39.0% | +9.1% |
| 10Y | +125.0% | -39.0% | +164.0% | +98.7% |
| All | +125.0% | -38.6% | +163.6% | +98.7% |
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