+11.4%
HSY vs HIG
+110.6%
-99.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.1% | +0.5% |
| 7D | -2.1% | +2.6% | -4.7% | -2.8% |
| 30D | +6.1% | +4.2% | +1.9% | +5.0% |
| 3M | -5.6% | +0.2% | -5.8% | -5.7% |
| 6M | -9.5% | +4.6% | -14.2% | -10.6% |
| YTD | -2.1% | +1.1% | -3.2% | -2.6% |
| 1Y | +0.8% | +4.7% | -3.9% | -0.5% |
| 3Y | -2.1% | +95.5% | -97.6% | -16.1% |
| All | +11.4% | +110.6% | -99.3% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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