+124.4%
HSY vs LH
+261.9%
-137.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.7% |
| 7D | -2.1% | +1.1% | -3.2% | -2.4% |
| 30D | +6.1% | +16.7% | -10.6% | +1.3% |
| 3M | -5.6% | +15.1% | -20.7% | -9.7% |
| 6M | -9.5% | +46.3% | -55.9% | -19.3% |
| YTD | -2.1% | +48.8% | -50.9% | -13.3% |
| 1Y | +0.8% | +39.7% | -38.9% | -9.2% |
| 3Y | -2.1% | +87.0% | -89.2% | -20.0% |
| 5Y | +11.2% | +53.0% | -41.8% | -4.8% |
| All | +124.4% | +261.9% | -137.5% | +40.7% |
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