+1,030.3%
HSY vs LII
+3,124.4%
-2,094.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.2% | -1.2% |
| 7D | -3.3% | -0.7% | -2.6% | -3.2% |
| 30D | -2.8% | -12.6% | +9.8% | -1.1% |
| 3M | -4.5% | -24.4% | +20.0% | -1.5% |
| 6M | -24.2% | -28.7% | +4.5% | -21.4% |
| YTD | -2.7% | -19.1% | +16.4% | -1.0% |
| 1Y | -3.7% | -29.7% | +26.0% | -0.4% |
| 3Y | -11.5% | +4.8% | -16.2% | -14.5% |
| 5Y | +10.3% | +24.6% | -14.2% | +2.7% |
| 10Y | +122.1% | +169.2% | -47.1% | +84.6% |
| All | +1,030.3% | +3,124.4% | -2,094.0% | +634.0% |
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 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