-9.4%
HSY vs IRM
+101.2%
-110.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.7% | +0.1% |
| 7D | -1.6% | +1.6% | -3.2% | -1.6% |
| 30D | -4.2% | -4.2% | 0.0% | -4.2% |
| 3M | -0.7% | -5.4% | +4.6% | -0.7% |
| 6M | -21.8% | +12.0% | -33.8% | -22.4% |
| YTD | -2.7% | +42.0% | -44.7% | -4.9% |
| 1Y | -4.8% | +29.9% | -34.7% | -6.6% |
| 3Y | -9.4% | +104.4% | -113.7% | -19.8% |
| All | -9.4% | +101.2% | -110.6% | -19.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling