+126.5%
HSY vs LEN
+108.0%
+18.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.8% | -0.9% |
| 7D | +0.1% | -4.8% | +4.9% | +0.9% |
| 30D | -5.2% | -6.6% | +1.4% | -4.2% |
| 3M | -3.4% | -15.7% | +12.3% | -1.0% |
| 6M | -19.2% | -16.6% | -2.6% | -17.2% |
| YTD | -2.6% | -21.3% | +18.7% | +0.5% |
| 1Y | -3.8% | -42.0% | +38.3% | +4.1% |
| 3Y | -10.6% | -27.9% | +17.3% | -8.4% |
| 5Y | +12.3% | -10.7% | +23.0% | +8.6% |
| All | +126.5% | +108.0% | +18.5% | +71.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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