+1,032.5%
HSY vs LII
+2,796.3%
-1,763.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.2% | -4.8% | -2.9% |
| 7D | +1.3% | -1.2% | +2.5% | +1.4% |
| 30D | +6.6% | -2.0% | +8.6% | +6.8% |
| 3M | -4.1% | -20.2% | +16.1% | -1.4% |
| 6M | -5.2% | -32.5% | +27.3% | -1.0% |
| YTD | -2.5% | -27.4% | +24.8% | +0.5% |
| 1Y | +4.7% | -28.2% | +32.9% | +8.1% |
| 3Y | +0.6% | -7.2% | +7.8% | -1.3% |
| 5Y | +11.7% | +19.9% | -8.2% | +4.3% |
| 10Y | +120.0% | +168.6% | -48.7% | +82.9% |
| All | +1,032.5% | +2,796.3% | -1,763.8% | +644.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling