+28.5%
HSY vs COMP
-52.0%
+80.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +10.7% | -10.4% | +0.3% |
| 7D | +7.5% | +13.4% | -5.9% | +7.4% |
| 30D | +11.1% | +11.1% | 0.0% | +10.9% |
| 3M | -1.9% | -18.8% | +16.9% | -1.9% |
| 6M | -3.0% | +10.5% | -13.5% | -3.1% |
| YTD | 0.0% | -3.4% | +3.4% | -0.1% |
| 1Y | +9.4% | +19.7% | -10.3% | +9.2% |
| 3Y | +3.8% | +381.6% | -377.8% | +3.1% |
| 5Y | +15.2% | -17.6% | +32.8% | +11.3% |
| All | +28.5% | -52.0% | +80.4% | +22.8% |
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