+13.0%
HSY vs COMP
-31.2%
+44.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.1% |
| 7D | -3.3% | +1.4% | -4.7% | -3.3% |
| 30D | -2.8% | -13.3% | +10.5% | -2.7% |
| 3M | -4.5% | +41.1% | -45.6% | -4.7% |
| 6M | -24.2% | +17.2% | -41.4% | -24.4% |
| YTD | -2.7% | +5.2% | -7.9% | -2.9% |
| 1Y | -3.7% | +18.9% | -22.7% | -4.0% |
| 3Y | -11.5% | +215.9% | -227.4% | -12.5% |
| All | +13.0% | -31.2% | +44.2% | +5.8% |
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 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