+4,325.0%
HSY vs LEN
+10,533.4%
-6,208.4%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -1.0% |
| 7D | -3.3% | -3.2% | -0.1% | -3.0% |
| 30D | -2.8% | -4.9% | +2.1% | -2.4% |
| 3M | -4.5% | -8.5% | +4.0% | -3.8% |
| 6M | -24.2% | -20.7% | -3.6% | -22.7% |
| YTD | -2.7% | -17.4% | +14.7% | -1.2% |
| 1Y | -3.7% | -38.2% | +34.5% | +0.4% |
| 3Y | -11.5% | -24.9% | +13.4% | -10.2% |
| 5Y | +10.3% | -11.4% | +21.8% | +8.9% |
| 10Y | +122.1% | +110.0% | +12.1% | +96.1% |
| All | +4,325.0% | +10,533.4% | -6,208.4% | +2,729.4% |
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 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