+128.1%
HSY vs ARMK
+134.7%
-6.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.5% | -0.5% |
| 7D | -3.0% | +0.3% | -3.3% | -3.0% |
| 30D | -5.0% | +2.4% | -7.4% | -5.4% |
| 3M | -1.3% | +6.1% | -7.4% | -2.2% |
| 6M | -21.5% | +41.8% | -63.3% | -25.5% |
| YTD | -3.3% | +55.5% | -58.8% | -9.5% |
| 1Y | -5.5% | +49.6% | -55.1% | -11.2% |
| 3Y | -9.9% | +122.8% | -132.7% | -21.0% |
| 5Y | +11.3% | +151.0% | -139.6% | -5.5% |
| 10Y | +128.1% | +138.0% | -9.9% | +85.0% |
| All | +128.1% | +134.7% | -6.7% | +85.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded ARMK 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling