-9.4%
HSY vs IAG
+797.8%
-807.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.1% |
| 7D | -1.6% | +4.3% | -5.8% | -1.6% |
| 30D | -4.2% | +9.8% | -14.0% | -4.4% |
| 3M | -0.7% | +28.9% | -29.6% | -1.3% |
| 6M | -21.8% | -7.6% | -14.2% | -21.7% |
| YTD | -2.7% | +22.0% | -24.6% | -3.3% |
| 1Y | -4.8% | +99.5% | -104.3% | -6.7% |
| 3Y | -9.4% | +818.3% | -827.6% | -17.5% |
| All | -9.4% | +797.8% | -807.1% | -17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 3y: compounded portfolio wealth divided by compounded IAG 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…
3y analysis · Full analysis span regression · 6 months rolling