+4,971.9%
HSY vs LH
+1,579.7%
+3,392.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.6% |
| 7D | -2.1% | +1.1% | -3.2% | -2.2% |
| 30D | +6.1% | +16.7% | -10.6% | +4.7% |
| 3M | -5.6% | +15.1% | -20.7% | -6.8% |
| 6M | -9.5% | +46.3% | -55.9% | -12.5% |
| YTD | -2.1% | +48.8% | -50.9% | -5.5% |
| 1Y | +0.8% | +39.7% | -38.9% | -2.2% |
| 3Y | -2.1% | +87.0% | -89.2% | -7.5% |
| 5Y | +11.2% | +53.0% | -41.8% | +6.4% |
| 10Y | +128.3% | +264.3% | -136.1% | +103.8% |
| All | +4,971.9% | +1,579.7% | +3,392.2% | +3,865.3% |
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