+9.9%
HSY vs COMP
-18.6%
+28.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -7.4% | +7.7% | +0.4% |
| 7D | +3.8% | +7.2% | -3.4% | +3.7% |
| 30D | +6.9% | +6.4% | +0.5% | +6.8% |
| 3M | -4.1% | -19.4% | +15.4% | -3.9% |
| 6M | -5.0% | +14.6% | -19.6% | -5.2% |
| YTD | -2.3% | -5.5% | +3.2% | -2.5% |
| 1Y | +6.1% | +13.7% | -7.6% | +5.7% |
| 3Y | -0.7% | +409.7% | -410.4% | -2.2% |
| 5Y | +9.9% | -17.0% | +26.9% | +9.9% |
| All | +9.9% | -18.6% | +28.5% | +9.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling