+125.0%
HSY vs ALLE
+148.2%
-23.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.2% |
| 7D | -1.6% | +2.8% | -4.3% | -2.3% |
| 30D | -4.2% | -7.6% | +3.4% | -2.3% |
| 3M | -0.7% | +22.8% | -23.5% | -6.1% |
| 6M | -21.8% | +4.6% | -26.4% | -23.0% |
| YTD | -2.7% | -1.2% | -1.5% | -2.9% |
| 1Y | -4.8% | -9.1% | +4.3% | -3.1% |
| 3Y | -9.4% | +50.0% | -59.3% | -20.0% |
| 5Y | +11.3% | +15.2% | -4.0% | +4.2% |
| 10Y | +125.0% | +151.1% | -26.1% | +69.9% |
| All | +125.0% | +148.2% | -23.2% | +69.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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