+15.6%
HSY vs REPL
-35.6%
+51.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +8.0% | -7.6% | +0.4% |
| 7D | +7.5% | +22.8% | -15.2% | +7.5% |
| 30D | +11.1% | +63.8% | -52.7% | +11.1% |
| 3M | -1.9% | +68.1% | -70.1% | -1.9% |
| 6M | -3.0% | +528.5% | -531.5% | -3.4% |
| YTD | 0.0% | +122.4% | -122.4% | -0.3% |
| 1Y | +9.4% | +154.4% | -144.9% | +9.0% |
| 3Y | +3.8% | +68.0% | -64.2% | +1.3% |
| All | +15.6% | -35.6% | +51.2% | +14.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling