+11.0%
HSY vs LTH
+180.7%
-169.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.6% | +0.5% |
| 7D | -2.1% | -1.3% | -0.9% | -2.1% |
| 30D | +6.1% | +15.7% | -9.6% | +5.6% |
| 3M | -5.6% | +5.0% | -10.6% | -5.8% |
| 6M | -9.5% | +37.7% | -47.2% | -10.3% |
| YTD | -2.1% | +75.0% | -77.1% | -3.6% |
| 1Y | +0.8% | +82.6% | -81.9% | -0.9% |
| 3Y | -2.1% | +241.3% | -243.4% | -6.5% |
| 5Y | +11.2% | +135.4% | -124.2% | +5.1% |
| All | +11.0% | +180.7% | -169.7% | +4.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling