+1,912.5%
HSY vs IRM
+9,658.3%
-7,745.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.1% | +1.2% |
| 7D | +1.1% | -5.3% | +6.4% | +1.7% |
| 30D | +7.7% | -2.3% | +10.0% | +7.8% |
| 3M | -2.3% | -7.4% | +5.1% | -1.6% |
| 6M | -5.3% | -12.2% | +6.9% | -4.2% |
| YTD | -0.9% | +38.6% | -39.5% | -6.3% |
| 1Y | +5.2% | +14.9% | -9.7% | +2.0% |
| 3Y | +0.7% | +108.2% | -107.4% | -11.5% |
| 5Y | +12.2% | +183.8% | -171.6% | -6.7% |
| 10Y | +131.1% | +512.6% | -381.5% | +69.9% |
| All | +1,912.5% | +9,658.3% | -7,745.8% | +1,137.5% |
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 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