+127.8%
HSY vs IT
+92.9%
+34.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.2% |
| 7D | -0.4% | -12.7% | +12.3% | +1.5% |
| 30D | -3.4% | -8.9% | +5.4% | -2.3% |
| 3M | -0.5% | +10.1% | -10.7% | -2.7% |
| 6M | -19.1% | +7.3% | -26.4% | -21.1% |
| YTD | -2.1% | -32.4% | +30.3% | +2.3% |
| 1Y | -3.2% | -26.6% | +23.4% | -0.7% |
| 3Y | -8.8% | -51.8% | +43.0% | -1.5% |
| 5Y | +13.0% | -45.6% | +58.6% | +16.5% |
| All | +127.8% | +92.9% | +34.9% | +75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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