+145.9%
HSY vs RUN
-34.8%
+180.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.1% | +4.3% | -1.6% |
| 7D | -2.3% | -13.7% | +11.3% | -2.0% |
| 30D | +6.3% | +9.4% | -3.1% | +6.0% |
| 3M | -5.2% | -13.4% | +8.2% | -5.0% |
| 6M | -8.3% | -39.6% | +31.3% | -7.4% |
| YTD | -2.7% | -53.7% | +51.0% | -1.6% |
| 1Y | +0.1% | -56.2% | +56.3% | +1.4% |
| 3Y | -1.0% | -9.7% | +8.7% | -5.3% |
| 5Y | +10.6% | -85.5% | +96.1% | +11.1% |
| 10Y | +127.0% | +66.7% | +60.3% | +92.6% |
| All | +145.9% | -34.8% | +180.7% | +110.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 all: compounded portfolio wealth divided by compounded RUN 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…
all analysis · Full analysis span regression · 6 months rolling