+25.2%
HSY vs COMP
-49.2%
+74.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.7% | -8.3% | -2.6% |
| 7D | +1.3% | +14.5% | -13.2% | +1.2% |
| 30D | +6.6% | +14.9% | -8.3% | +6.5% |
| 3M | -4.1% | -14.2% | +10.1% | -4.1% |
| 6M | -5.2% | +23.7% | -29.0% | -5.4% |
| YTD | -2.5% | +2.1% | -4.6% | -2.7% |
| 1Y | +4.7% | +26.2% | -21.5% | +4.5% |
| 3Y | +0.6% | +470.9% | -470.3% | -0.1% |
| 5Y | +11.7% | -14.0% | +25.7% | +7.8% |
| All | +25.2% | -49.2% | +74.4% | +19.6% |
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