+127.8%
HSY vs LH
+179.1%
-51.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.4% | +5.7% | +2.5% |
| 7D | -0.4% | -7.4% | +7.0% | +1.7% |
| 30D | -3.4% | -4.6% | +1.1% | -2.2% |
| 3M | -0.5% | +14.5% | -15.0% | -4.4% |
| 6M | -19.1% | +14.8% | -33.9% | -22.5% |
| YTD | -2.1% | +23.3% | -25.3% | -8.1% |
| 1Y | -3.2% | +13.6% | -16.8% | -7.3% |
| 3Y | -8.8% | +56.3% | -65.2% | -21.1% |
| 5Y | +13.0% | +25.2% | -12.2% | +2.8% |
| All | +127.8% | +179.1% | -51.3% | +55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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