+11.2%
HSY vs ALK
-26.6%
+37.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.2% |
| 7D | -3.3% | -0.7% | -2.6% | -3.3% |
| 30D | -2.8% | -19.2% | +16.4% | -1.9% |
| 3M | -4.5% | -1.5% | -3.0% | -4.6% |
| 6M | -24.2% | -13.1% | -11.2% | -24.0% |
| YTD | -2.7% | -16.4% | +13.7% | -2.4% |
| 1Y | -3.7% | -33.1% | +29.3% | -2.9% |
| 3Y | -11.5% | +0.6% | -12.1% | -13.7% |
| All | +11.2% | -26.6% | +37.8% | +9.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling