+128.1%
HSY vs ALM
+3,082.3%
-2,954.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.1% | +3.5% | -0.6% |
| 7D | -3.0% | +3.6% | -6.6% | -3.0% |
| 30D | -5.0% | +33.8% | -38.8% | -5.4% |
| 3M | -1.3% | +14.8% | -16.1% | -1.6% |
| 6M | -21.5% | -7.0% | -14.5% | -21.7% |
| YTD | -3.3% | +108.1% | -111.3% | -4.7% |
| 1Y | -5.5% | +313.8% | -319.3% | -8.0% |
| 3Y | -9.9% | +2,227.6% | -2,237.6% | -15.5% |
| 5Y | +11.3% | +956.6% | -945.3% | +5.3% |
| 10Y | +128.1% | +3,082.3% | -2,954.2% | +111.9% |
| All | +128.1% | +3,082.3% | -2,954.2% | +111.9% |
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