-1.4%
HSY vs IRE
-97.2%
+95.8%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +39.6% | -39.2% | +1.4% |
| 7D | +7.5% | -27.2% | +34.7% | +7.2% |
| 30D | +11.1% | -75.1% | +86.2% | +8.8% |
| 3M | -1.9% | -77.9% | +75.9% | -3.7% |
| 6M | -3.0% | -94.6% | +91.6% | -5.4% |
| YTD | 0.0% | -91.5% | +91.6% | -0.9% |
| 1Y | +9.4% | -97.8% | +107.3% | +7.5% |
| All | -1.4% | -97.2% | +95.8% | -2.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling