+2,834.4%
HSY vs IT
+6,296.6%
-3,462.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.5% |
| 7D | -2.1% | +1.1% | -3.2% | -2.2% |
| 30D | +6.1% | -1.8% | +7.9% | +6.2% |
| 3M | -5.6% | +4.8% | -10.5% | -6.2% |
| 6M | -9.5% | +33.0% | -42.6% | -12.3% |
| YTD | -2.1% | -23.8% | +21.7% | -1.1% |
| 1Y | +0.8% | -16.5% | +17.3% | +1.0% |
| 3Y | -2.1% | -53.6% | +51.5% | +2.2% |
| 5Y | +11.2% | -42.1% | +53.4% | +13.1% |
| 10Y | +128.3% | +90.1% | +38.2% | +107.9% |
| All | +2,834.4% | +6,296.6% | -3,462.3% | +2,050.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling