+127.8%
HSY vs ALM
+2,040.7%
-1,912.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -7.2% | +7.5% | +0.3% |
| 7D | +3.8% | -6.3% | +10.2% | +3.9% |
| 30D | +6.9% | -31.4% | +38.3% | +7.3% |
| 3M | -4.1% | -40.6% | +36.5% | -3.6% |
| 6M | -5.0% | -58.6% | +53.7% | -4.2% |
| YTD | -2.3% | -7.6% | +5.3% | -2.8% |
| 1Y | +6.1% | +13.8% | -7.8% | +5.1% |
| 3Y | -0.7% | +842.1% | -842.8% | -5.4% |
| 5Y | +9.9% | +407.4% | -397.5% | +5.0% |
| 10Y | +127.8% | +2,079.4% | -1,951.6% | +115.1% |
| All | +127.8% | +2,040.7% | -1,912.9% | +115.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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