+124.4%
HSY vs IRM
+520.0%
-395.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.7% |
| 7D | -2.1% | +6.8% | -8.9% | -3.2% |
| 30D | +6.1% | +2.6% | +3.5% | +5.3% |
| 3M | -5.6% | -9.5% | +3.8% | -4.4% |
| 6M | -9.5% | -8.5% | -1.1% | -8.8% |
| YTD | -2.1% | +40.3% | -42.4% | -9.9% |
| 1Y | +0.8% | +28.7% | -27.9% | -5.7% |
| 3Y | -2.1% | +111.8% | -114.0% | -21.2% |
| 5Y | +11.2% | +189.1% | -177.9% | -19.1% |
| All | +124.4% | +520.0% | -395.6% | +27.5% |
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