+123.3%
HSY vs LII
+162.0%
-38.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.3% | +0.7% |
| 7D | +7.5% | -0.6% | +8.1% | +7.6% |
| 30D | +11.1% | -4.6% | +15.7% | +11.8% |
| 3M | -1.9% | -21.2% | +19.3% | +1.7% |
| 6M | -3.0% | -36.4% | +33.5% | +3.5% |
| YTD | 0.0% | -28.9% | +29.0% | +4.0% |
| 1Y | +9.4% | -29.5% | +39.0% | +13.9% |
| 3Y | +3.8% | -8.6% | +12.3% | -0.6% |
| 5Y | +15.2% | +20.2% | -5.0% | +1.1% |
| All | +123.3% | +162.0% | -38.7% | +60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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