-0.9%
HSY vs LSCC
+118.1%
-119.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +10.4% | -8.9% | +1.6% |
| 7D | +1.1% | +14.5% | -13.4% | +1.4% |
| 30D | +7.7% | -0.1% | +7.7% | +8.0% |
| 3M | -2.3% | -2.7% | +0.4% | -2.0% |
| 6M | -5.3% | -4.8% | -0.5% | -5.3% |
| YTD | -0.9% | +66.9% | -67.7% | -2.3% |
| 1Y | +5.2% | +85.8% | -80.6% | +3.4% |
| All | -0.9% | +118.1% | -119.1% | -5.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling