+125.0%
HSY vs AR
+45.1%
+79.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.1% |
| 7D | -1.6% | -1.8% | +0.3% | -1.5% |
| 30D | -4.2% | +12.6% | -16.8% | -4.4% |
| 3M | -0.7% | +10.0% | -10.7% | -0.9% |
| 6M | -21.8% | +0.6% | -22.4% | -21.8% |
| YTD | -2.7% | +13.4% | -16.1% | -2.9% |
| 1Y | -4.8% | +21.7% | -26.5% | -5.2% |
| 3Y | -9.4% | +45.8% | -55.2% | -10.5% |
| 5Y | +11.3% | +144.3% | -133.0% | +8.1% |
| 10Y | +125.0% | +41.8% | +83.2% | +118.2% |
| All | +125.0% | +45.1% | +79.9% | +118.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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