+301.4%
HSY vs INDA
+111.6%
+189.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.5% |
| 7D | -1.6% | -1.0% | -0.6% | -1.3% |
| 30D | -4.2% | -2.5% | -1.7% | -3.6% |
| 3M | -0.7% | +4.0% | -4.7% | -1.9% |
| 6M | -21.8% | -1.8% | -20.0% | -21.6% |
| YTD | -2.7% | -9.2% | +6.5% | -0.3% |
| 1Y | -4.8% | -7.2% | +2.4% | -3.2% |
| 3Y | -9.4% | +9.8% | -19.2% | -12.9% |
| 5Y | +11.3% | +7.5% | +3.8% | +6.8% |
| 10Y | +125.0% | +80.8% | +44.3% | +77.3% |
| All | +301.4% | +111.6% | +189.8% | +198.7% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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