+120.0%
HSY vs HAS
+106.1%
+13.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.7% | -4.3% | -2.8% |
| 7D | +1.3% | +2.2% | -0.9% | +1.0% |
| 30D | +6.6% | +29.6% | -23.0% | +2.6% |
| 3M | -4.1% | +30.3% | -34.4% | -7.8% |
| 6M | -5.2% | +25.6% | -30.9% | -8.6% |
| YTD | -2.5% | +50.8% | -53.4% | -8.7% |
| 1Y | +4.7% | +63.0% | -58.3% | -3.0% |
| 3Y | +0.6% | +211.6% | -211.0% | -16.7% |
| 5Y | +11.7% | +50.4% | -38.7% | +2.2% |
| 10Y | +120.0% | +101.9% | +18.1% | +81.1% |
| All | +120.0% | +106.1% | +13.9% | +81.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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