+125.0%
HSY vs ALLY
+178.4%
-53.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.3% | +3.4% | +0.4% |
| 7D | -1.6% | +1.0% | -2.6% | -1.7% |
| 30D | -4.2% | -3.3% | -0.9% | -3.9% |
| 3M | -0.7% | +0.5% | -1.2% | -0.9% |
| 6M | -21.8% | +12.6% | -34.4% | -23.0% |
| YTD | -2.7% | -4.7% | +2.0% | -2.5% |
| 1Y | -4.8% | +5.2% | -10.0% | -5.9% |
| 3Y | -9.4% | +66.5% | -75.8% | -16.9% |
| 5Y | +11.3% | +0.2% | +11.0% | +7.6% |
| 10Y | +125.0% | +180.8% | -55.8% | +76.6% |
| All | +125.0% | +178.4% | -53.4% | +76.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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