+122.5%
HSY vs LSCC
+1,763.3%
-1,640.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.0% | -3.1% | -1.2% |
| 7D | -3.3% | +1.3% | -4.6% | -3.3% |
| 30D | -2.8% | -9.7% | +6.8% | -2.5% |
| 3M | -4.5% | -23.7% | +19.2% | -3.8% |
| 6M | -24.2% | +26.5% | -50.7% | -25.5% |
| YTD | -2.7% | +57.5% | -60.2% | -5.5% |
| 1Y | -3.7% | +75.7% | -79.4% | -7.1% |
| 3Y | -11.5% | +19.5% | -30.9% | -14.0% |
| 5Y | +10.3% | +83.8% | -73.4% | +2.2% |
| All | +122.5% | +1,763.3% | -1,640.8% | +80.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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