+2,817.5%
HSY vs IT
+5,645.5%
-2,828.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -7.4% | +7.5% | +0.7% |
| 7D | -1.6% | -9.1% | +7.6% | -0.8% |
| 30D | -4.2% | -7.0% | +2.8% | -3.7% |
| 3M | -0.7% | +7.6% | -8.4% | -1.7% |
| 6M | -21.8% | +2.1% | -23.9% | -22.5% |
| YTD | -2.7% | -31.6% | +28.9% | -0.6% |
| 1Y | -4.8% | -29.9% | +25.1% | -3.2% |
| 3Y | -9.4% | -51.3% | +41.9% | -5.7% |
| 5Y | +11.3% | -44.8% | +56.1% | +13.7% |
| 10Y | +125.0% | +91.4% | +33.7% | +105.5% |
| All | +2,817.5% | +5,645.5% | -2,828.0% | +2,061.4% |
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