+1,875.1%
HSY vs IRM
+9,964.6%
-8,089.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.7% | -1.3% |
| 7D | -3.3% | -0.5% | -2.8% | -3.3% |
| 30D | -2.8% | -8.1% | +5.3% | -1.8% |
| 3M | -4.5% | -9.7% | +5.2% | -3.4% |
| 6M | -24.2% | +10.0% | -34.2% | -25.6% |
| YTD | -2.7% | +43.0% | -45.7% | -8.1% |
| 1Y | -3.7% | +32.7% | -36.4% | -8.3% |
| 3Y | -11.5% | +102.7% | -114.2% | -21.7% |
| 5Y | +10.3% | +187.6% | -177.2% | -8.1% |
| 10Y | +122.1% | +420.1% | -298.0% | +66.7% |
| All | +1,875.1% | +9,964.6% | -8,089.5% | +1,113.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling