+441.9%
HSY vs LDOS
+494.7%
-52.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.2% |
| 7D | -3.3% | -5.4% | +2.1% | -2.1% |
| 30D | -2.8% | +4.9% | -7.7% | -3.9% |
| 3M | -4.5% | +7.2% | -11.7% | -6.2% |
| 6M | -24.2% | -24.2% | 0.0% | -20.0% |
| YTD | -2.7% | -25.8% | +23.1% | +2.5% |
| 1Y | -3.7% | -24.7% | +21.0% | +0.9% |
| 3Y | -11.5% | +39.3% | -50.8% | -21.0% |
| 5Y | +10.3% | +43.3% | -33.0% | -3.3% |
| 10Y | +122.1% | +278.6% | -156.4% | +56.5% |
| All | +441.9% | +494.7% | -52.9% | +227.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 LDOS 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