-9.4%
HSY vs REPL
-25.2%
+15.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -1.1% |
| 7D | -3.3% | -3.0% | -0.3% | -3.3% |
| 30D | -2.8% | +27.1% | -30.0% | -2.7% |
| 3M | -4.5% | +52.4% | -56.9% | -4.1% |
| 6M | -24.2% | +107.4% | -131.7% | -24.0% |
| YTD | -2.7% | +54.7% | -57.5% | -2.5% |
| 1Y | -3.7% | +158.9% | -162.6% | -3.3% |
| All | -9.4% | -25.2% | +15.8% | -12.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling