+126.5%
HSY vs LUMN
-55.8%
+182.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -0.6% |
| 7D | +0.1% | +2.5% | -2.4% | 0.0% |
| 30D | -5.2% | +10.3% | -15.5% | -5.5% |
| 3M | -3.4% | -18.3% | +14.9% | -2.9% |
| 6M | -19.2% | +4.4% | -23.6% | -19.7% |
| YTD | -2.6% | -10.7% | +8.0% | -3.1% |
| 1Y | -3.8% | +14.0% | -17.7% | -5.9% |
| 3Y | -10.6% | +406.6% | -417.2% | -26.2% |
| 5Y | +12.3% | -36.8% | +49.1% | +13.7% |
| All | +126.5% | -55.8% | +182.3% | +115.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 LUMN 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