+125.0%
HSY vs HAS
+53.3%
+71.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +0.4% |
| 7D | -1.6% | -3.1% | +1.5% | -1.1% |
| 30D | -4.2% | -2.7% | -1.5% | -3.9% |
| 3M | -0.7% | +8.9% | -9.6% | -2.1% |
| 6M | -21.8% | -2.9% | -18.9% | -21.7% |
| YTD | -2.7% | +12.6% | -15.3% | -4.9% |
| 1Y | -4.8% | +17.5% | -22.3% | -7.6% |
| 3Y | -9.4% | +46.2% | -55.6% | -16.1% |
| 5Y | +11.3% | +12.6% | -1.3% | +6.0% |
| 10Y | +125.0% | +55.7% | +69.3% | +93.7% |
| All | +125.0% | +53.3% | +71.7% | +93.7% |
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