+4,300.5%
HSY vs IFF
+833.5%
+3,467.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.2% |
| 7D | -3.0% | -3.0% | +0.1% | -2.2% |
| 30D | -5.0% | -0.9% | -4.1% | -4.8% |
| 3M | -1.3% | +11.8% | -13.2% | -4.4% |
| 6M | -21.5% | +16.5% | -38.0% | -25.3% |
| YTD | -3.3% | +26.5% | -29.8% | -10.1% |
| 1Y | -5.5% | +32.7% | -38.2% | -13.4% |
| 3Y | -9.9% | +32.0% | -41.9% | -18.7% |
| 5Y | +11.3% | -36.1% | +47.4% | +17.6% |
| 10Y | +128.1% | -20.1% | +148.1% | +115.6% |
| All | +4,300.5% | +833.5% | +3,467.0% | +1,510.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling