+10.6%
HSY vs ALLE
+52.7%
-42.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.2% | -1.7% |
| 7D | -2.3% | +1.6% | -3.9% | -2.6% |
| 30D | +6.3% | +24.1% | -17.8% | +1.8% |
| 3M | -5.2% | +14.8% | -20.0% | -7.9% |
| 6M | -8.3% | +45.9% | -54.2% | -15.0% |
| YTD | -2.7% | +20.7% | -23.4% | -6.7% |
| 1Y | +0.1% | +14.2% | -14.0% | -3.1% |
| 3Y | -1.0% | +90.7% | -91.7% | -12.4% |
| 5Y | +10.6% | +50.6% | -39.9% | +1.5% |
| All | +10.6% | +52.7% | -42.1% | +1.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling