+126.5%
HSY vs INCY
+54.2%
+72.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.4% |
| 7D | +0.1% | -4.2% | +4.3% | +0.5% |
| 30D | -5.2% | +0.6% | -5.8% | -5.3% |
| 3M | -3.4% | +12.6% | -16.1% | -4.7% |
| 6M | -19.2% | +28.3% | -47.5% | -21.3% |
| YTD | -2.6% | +23.0% | -25.6% | -4.9% |
| 1Y | -3.8% | +41.0% | -44.7% | -7.4% |
| 3Y | -10.6% | +88.6% | -99.2% | -17.4% |
| 5Y | +12.3% | +70.8% | -58.5% | +4.2% |
| All | +126.5% | +54.2% | +72.3% | +105.1% |
Cumulative growth
Daily Returns
Daily percentage return beside INCY.
Daily Out/Under-Performance
Portfolio return minus INCY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INCY 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 10y: compounded portfolio wealth divided by compounded INCY 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…
10y analysis · Full analysis span regression · 6 months rolling