+1,952.2%
HSY vs HIG
+1,002.1%
+950.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -1.0% |
| 7D | -3.3% | +0.3% | -3.6% | -3.3% |
| 30D | -2.8% | -3.2% | +0.4% | -2.5% |
| 3M | -4.5% | +9.1% | -13.6% | -5.4% |
| 6M | -24.2% | -1.8% | -22.4% | -24.1% |
| YTD | -2.7% | +1.8% | -4.5% | -3.0% |
| 1Y | -3.7% | +4.6% | -8.3% | -4.3% |
| 3Y | -11.5% | +101.6% | -113.1% | -18.0% |
| 5Y | +10.3% | +124.5% | -114.1% | +0.7% |
| 10Y | +122.1% | +317.8% | -195.7% | +87.7% |
| All | +1,952.2% | +1,002.1% | +950.1% | +1,012.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling