+165.8%
HSY vs ALM
+3,516.3%
-3,350.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -7.2% | +7.5% | +0.3% |
| 7D | +3.8% | -6.3% | +10.2% | +3.8% |
| 30D | +6.9% | -31.4% | +38.3% | +7.0% |
| 3M | -4.1% | -40.6% | +36.5% | -4.0% |
| 6M | -5.0% | -58.6% | +53.7% | -4.8% |
| YTD | -2.3% | -7.6% | +5.3% | -2.4% |
| 1Y | +6.1% | +13.8% | -7.8% | +5.9% |
| 3Y | -0.7% | +842.1% | -842.8% | -1.6% |
| 5Y | +9.9% | +407.4% | -397.5% | +9.0% |
| 10Y | +127.8% | +2,079.4% | -1,951.6% | +124.5% |
| All | +165.8% | +3,516.3% | -3,350.5% | +157.9% |
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 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