+12.0%
HSY vs IFF
-35.8%
+47.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | +0.1% | -3.2% | +3.3% | +0.5% |
| 30D | -5.2% | -0.3% | -4.9% | -5.2% |
| 3M | -3.4% | +8.4% | -11.8% | -4.6% |
| 6M | -19.2% | +23.0% | -42.2% | -21.9% |
| YTD | -2.6% | +25.5% | -28.1% | -6.3% |
| 1Y | -3.8% | +29.1% | -32.8% | -7.9% |
| 3Y | -10.6% | +31.7% | -42.3% | -14.6% |
| All | +12.0% | -35.8% | +47.8% | +14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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