+127.8%
HSY vs IRM
+430.1%
-302.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.0% | +3.3% | +1.6% |
| 7D | -0.4% | -1.8% | +1.4% | -0.1% |
| 30D | -3.4% | -7.8% | +4.3% | -2.1% |
| 3M | -0.5% | -7.9% | +7.3% | +0.6% |
| 6M | -19.1% | +6.3% | -25.5% | -20.8% |
| YTD | -2.1% | +38.2% | -40.2% | -9.3% |
| 1Y | -3.2% | +19.8% | -23.1% | -8.0% |
| 3Y | -8.8% | +98.8% | -107.6% | -25.3% |
| 5Y | +13.0% | +191.8% | -178.8% | -17.9% |
| All | +127.8% | +430.1% | -302.3% | +31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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