+1,887.9%
HSY vs IRM
+9,772.9%
-7,885.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.7% |
| 7D | -2.1% | +6.8% | -8.9% | -3.0% |
| 30D | +6.1% | +2.6% | +3.5% | +5.5% |
| 3M | -5.6% | -9.5% | +3.8% | -4.7% |
| 6M | -9.5% | -8.5% | -1.1% | -9.0% |
| YTD | -2.1% | +40.3% | -42.4% | -7.5% |
| 1Y | +0.8% | +28.7% | -27.9% | -3.7% |
| 3Y | -2.1% | +111.8% | -114.0% | -14.2% |
| 5Y | +11.2% | +189.1% | -177.9% | -7.7% |
| 10Y | +128.3% | +519.8% | -391.5% | +67.6% |
| All | +1,887.9% | +9,772.9% | -7,885.0% | +1,120.4% |
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 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