+164.6%
HSY vs ALM
+7,705.7%
-7,541.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -1.1% |
| 7D | -3.3% | -2.6% | -0.7% | -3.3% |
| 30D | -2.8% | +32.0% | -34.8% | -2.9% |
| 3M | -4.5% | -15.0% | +10.6% | -4.5% |
| 6M | -24.2% | -10.1% | -14.1% | -24.2% |
| YTD | -2.7% | +99.4% | -102.2% | -3.0% |
| 1Y | -3.7% | +316.4% | -320.1% | -4.2% |
| 3Y | -11.5% | +2,022.0% | -2,033.5% | -12.5% |
| 5Y | +10.3% | +941.2% | -930.8% | +9.2% |
| 10Y | +122.1% | +2,950.3% | -2,828.2% | +118.6% |
| All | +164.6% | +7,705.7% | -7,541.2% | +156.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling