+142.2%
HSY vs ALLE
+260.9%
-118.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.3% |
| 7D | -3.3% | -0.2% | -3.1% | -3.3% |
| 30D | -2.8% | -6.8% | +4.0% | -1.1% |
| 3M | -4.5% | +21.0% | -25.5% | -9.2% |
| 6M | -24.2% | +1.1% | -25.3% | -24.8% |
| YTD | -2.7% | -0.5% | -2.2% | -3.2% |
| 1Y | -3.7% | -7.3% | +3.5% | -2.5% |
| 3Y | -11.5% | +42.3% | -53.7% | -20.5% |
| 5Y | +10.3% | +13.5% | -3.1% | +3.7% |
| 10Y | +122.1% | +144.0% | -21.9% | +66.6% |
| All | +142.2% | +260.9% | -118.6% | +67.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling