+14.1%
HSY vs S
-51.7%
+65.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.6% |
| 7D | -2.1% | +2.0% | -4.1% | -2.1% |
| 30D | +6.1% | -2.7% | +8.8% | +6.1% |
| 3M | -5.6% | -6.9% | +1.2% | -5.6% |
| 6M | -9.5% | +38.1% | -47.6% | -9.1% |
| YTD | -2.1% | +48.0% | -50.1% | -1.4% |
| 1Y | +0.8% | +34.5% | -33.7% | +1.4% |
| 3Y | -2.1% | +38.3% | -40.5% | -1.4% |
| 5Y | +11.2% | -70.9% | +82.1% | +9.7% |
| All | +14.1% | -51.7% | +65.8% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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