+149.1%
HSY vs ALLE
+327.3%
-178.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.6% |
| 7D | +7.5% | -0.6% | +8.1% | +7.7% |
| 30D | +11.1% | +25.3% | -14.3% | +4.8% |
| 3M | -1.9% | +10.3% | -12.2% | -4.6% |
| 6M | -3.0% | +38.0% | -41.0% | -11.0% |
| YTD | 0.0% | +17.8% | -17.7% | -4.8% |
| 1Y | +9.4% | +13.6% | -4.2% | +5.1% |
| 3Y | +3.8% | +89.2% | -85.4% | -13.5% |
| 5Y | +15.2% | +51.1% | -35.9% | +0.1% |
| 10Y | +126.9% | +228.1% | -101.3% | +58.1% |
| All | +149.1% | +327.3% | -178.2% | +64.4% |
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