+747.2%
HSY vs IAG
+377.5%
+369.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -1.0% |
| 7D | -3.3% | -0.5% | -2.8% | -3.3% |
| 30D | -2.8% | +28.9% | -31.7% | -3.8% |
| 3M | -4.5% | +19.1% | -23.6% | -5.3% |
| 6M | -24.2% | -10.3% | -14.0% | -24.2% |
| YTD | -2.7% | +24.2% | -26.9% | -4.1% |
| 1Y | -3.7% | +116.5% | -120.2% | -7.3% |
| 3Y | -11.5% | +742.8% | -754.3% | -20.2% |
| 5Y | +10.3% | +753.3% | -743.0% | -2.2% |
| 10Y | +122.1% | +403.2% | -281.1% | +95.6% |
| All | +747.2% | +377.5% | +369.7% | +593.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling