+10.3%
HSY vs LTH
+160.9%
-150.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.1% |
| 7D | -3.3% | -0.6% | -2.7% | -3.3% |
| 30D | -2.8% | -4.6% | +1.8% | -2.7% |
| 3M | -4.5% | +32.8% | -37.3% | -5.2% |
| 6M | -24.2% | +64.6% | -88.8% | -25.2% |
| YTD | -2.7% | +62.6% | -65.4% | -4.0% |
| 1Y | -3.7% | +49.9% | -53.7% | -4.9% |
| 3Y | -11.5% | +151.3% | -162.8% | -14.7% |
| All | +10.3% | +160.9% | -150.6% | +4.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling