+4,353.6%
HSY vs LEN
+10,606.4%
-6,252.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.5% | +0.6% |
| 7D | -2.1% | -5.8% | +3.6% | -1.6% |
| 30D | +6.1% | +13.7% | -7.6% | +4.7% |
| 3M | -5.6% | -3.9% | -1.8% | -5.4% |
| 6M | -9.5% | -0.4% | -9.2% | -9.8% |
| YTD | -2.1% | -16.8% | +14.7% | -0.8% |
| 1Y | +0.8% | -29.5% | +30.3% | +3.7% |
| 3Y | -2.1% | -25.6% | +23.5% | -0.7% |
| 5Y | +11.2% | -13.2% | +24.5% | +9.8% |
| 10Y | +128.3% | +138.5% | -10.2% | +99.1% |
| All | +4,353.6% | +10,606.4% | -6,252.8% | +2,740.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling