+137.9%
HSY vs ALLY
+124.8%
+13.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.1% |
| 7D | -3.3% | +3.7% | -7.0% | -3.7% |
| 30D | -2.8% | -2.3% | -0.6% | -2.6% |
| 3M | -4.5% | +3.8% | -8.3% | -5.0% |
| 6M | -24.2% | +9.7% | -33.9% | -25.2% |
| YTD | -2.7% | -1.4% | -1.3% | -2.9% |
| 1Y | -3.7% | +8.2% | -12.0% | -5.1% |
| 3Y | -11.5% | +66.5% | -77.9% | -18.8% |
| 5Y | +10.3% | +1.2% | +9.1% | +6.5% |
| 10Y | +122.1% | +191.4% | -69.3% | +66.3% |
| All | +137.9% | +124.8% | +13.0% | +80.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling