+27.3%
HSY vs COMP
-51.7%
+79.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.7% | -1.3% | +1.4% |
| 7D | +1.1% | +2.2% | -1.1% | +1.1% |
| 30D | +7.7% | +16.3% | -8.6% | +7.5% |
| 3M | -2.3% | -19.1% | +16.9% | -2.2% |
| 6M | -5.3% | +17.1% | -22.4% | -5.4% |
| YTD | -0.9% | -2.9% | +2.0% | -1.0% |
| 1Y | +5.2% | +8.8% | -3.6% | +5.0% |
| 3Y | +0.7% | +423.5% | -422.7% | +0.1% |
| 5Y | +12.2% | -10.5% | +22.7% | +8.9% |
| All | +27.3% | -51.7% | +79.0% | +21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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