+129.9%
HSY vs REPL
-7.7%
+137.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.1% |
| 7D | -1.6% | -5.7% | +4.2% | -1.5% |
| 30D | -4.2% | +22.5% | -26.7% | -4.5% |
| 3M | -0.7% | +64.7% | -65.4% | -1.7% |
| 6M | -21.8% | +83.0% | -104.8% | -23.8% |
| YTD | -2.7% | +52.0% | -54.6% | -4.9% |
| 1Y | -4.8% | +144.5% | -149.4% | -8.6% |
| 3Y | -9.4% | -25.1% | +15.7% | -14.2% |
| 5Y | +11.3% | -52.9% | +64.1% | +6.1% |
| All | +129.9% | -7.7% | +137.6% | +103.4% |
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