+11.2%
HSY vs REPL
-53.1%
+64.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.8% |
| 3M | -4.5% | +52.4% | -56.9% | -4.4% |
| 6M | -24.2% | +107.4% | -131.7% | -24.6% |
| YTD | -2.7% | +54.7% | -57.5% | -3.1% |
| 1Y | -3.7% | +158.9% | -162.6% | -4.4% |
| 3Y | -11.5% | -23.7% | +12.3% | -12.3% |
| All | +11.2% | -53.1% | +64.2% | +8.6% |
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