+11.7%
HSY vs LTH
+142.3%
-130.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.6% |
| 7D | +1.3% | +7.0% | -5.7% | +1.1% |
| 30D | +6.6% | +15.4% | -8.8% | +6.1% |
| 3M | -4.1% | +7.0% | -11.1% | -4.3% |
| 6M | -5.2% | +46.9% | -52.1% | -6.2% |
| YTD | -2.5% | +76.4% | -79.0% | -4.1% |
| 1Y | +4.7% | +83.7% | -79.0% | +3.0% |
| 3Y | +0.6% | +248.9% | -248.3% | -4.0% |
| 5Y | +11.7% | +141.8% | -130.1% | +5.7% |
| All | +11.7% | +142.3% | -130.6% | +5.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling