+129.9%
HSY vs REPL
+37.4%
+92.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -1.8% |
| 7D | -2.3% | +9.8% | -12.1% | -2.4% |
| 30D | +6.3% | +81.5% | -75.2% | +5.6% |
| 3M | -5.2% | +44.2% | -49.4% | -5.6% |
| 6M | -8.3% | +437.4% | -445.7% | -11.1% |
| YTD | -2.7% | +126.1% | -128.8% | -5.4% |
| 1Y | +0.1% | +143.1% | -143.0% | -2.8% |
| 3Y | -1.0% | +97.8% | -98.9% | -9.1% |
| 5Y | +10.6% | -34.3% | +44.9% | +5.4% |
| All | +129.9% | +37.4% | +92.6% | +102.5% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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