+151.9%
HSY vs AR
-27.2%
+179.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -1.1% |
| 7D | -3.3% | +2.5% | -5.8% | -3.3% |
| 30D | -2.8% | +14.8% | -17.6% | -3.1% |
| 3M | -4.5% | +6.2% | -10.7% | -4.6% |
| 6M | -24.2% | +4.3% | -28.5% | -24.3% |
| YTD | -2.7% | +14.4% | -17.1% | -3.1% |
| 1Y | -3.7% | +21.3% | -25.1% | -4.3% |
| 3Y | -11.5% | +39.8% | -51.3% | -12.7% |
| 5Y | +10.3% | +142.1% | -131.7% | +6.6% |
| 10Y | +122.1% | +52.0% | +70.1% | +111.8% |
| All | +151.9% | -27.2% | +179.1% | +144.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling