+8.3%
HSY vs LTH
+84.0%
-75.7%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +6.3% | -2.2% | +3.7% |
| 7D | +6.6% | +9.9% | -3.3% | +5.9% |
| 30D | +8.4% | +18.3% | -9.9% | +7.1% |
| 3M | -1.8% | +5.9% | -7.7% | -2.3% |
| 6M | -2.6% | +80.3% | -83.0% | -5.0% |
| YTD | -2.0% | +78.3% | -80.3% | -5.3% |
| 1Y | +8.3% | +81.0% | -72.7% | +4.2% |
| All | +8.3% | +84.0% | -75.7% | +4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 1y: compounded portfolio wealth divided by compounded LTH 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…
1y analysis · Full analysis span regression · 6 months rolling