+4,943.4%
HSY vs LH
+1,588.1%
+3,355.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -2.3% | +2.5% | -4.8% | -2.5% |
| 30D | +6.3% | +18.7% | -12.4% | +4.7% |
| 3M | -5.2% | +15.3% | -20.5% | -6.4% |
| 6M | -8.3% | +45.4% | -53.7% | -11.2% |
| YTD | -2.7% | +49.5% | -52.2% | -6.0% |
| 1Y | +0.1% | +41.4% | -41.2% | -2.9% |
| 3Y | -1.0% | +87.6% | -88.7% | -6.5% |
| 5Y | +10.6% | +53.8% | -43.1% | +5.8% |
| 10Y | +127.0% | +266.2% | -139.2% | +102.5% |
| All | +4,943.4% | +1,588.1% | +3,355.3% | +3,841.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling