-3.5%
HSY vs IRE
-98.1%
+94.6%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -14.4% | +14.9% | +0.2% |
| 7D | -2.1% | -31.8% | +29.7% | -3.0% |
| 30D | +6.1% | -71.8% | +77.9% | +4.0% |
| 3M | -5.6% | -88.9% | +83.3% | -8.8% |
| 6M | -9.5% | -95.4% | +85.8% | -12.3% |
| YTD | -2.1% | -94.2% | +92.1% | -3.8% |
| 1Y | +0.8% | -97.1% | +97.9% | -1.3% |
| All | -3.5% | -98.1% | +94.6% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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