+16.6%
HSY vs S
-52.7%
+69.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.3% | +0.4% |
| 7D | +7.5% | -13.4% | +21.0% | +7.3% |
| 30D | +11.1% | -14.0% | +25.1% | +10.9% |
| 3M | -1.9% | +4.9% | -6.8% | -1.8% |
| 6M | -3.0% | +42.0% | -45.0% | -2.5% |
| YTD | 0.0% | +45.1% | -45.1% | +0.7% |
| 1Y | +9.4% | +33.1% | -23.6% | +10.1% |
| 3Y | +3.8% | +40.6% | -36.9% | +4.5% |
| 5Y | +15.2% | -67.5% | +82.6% | +13.7% |
| All | +16.6% | -52.7% | +69.2% | +16.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling