+128.1%
HSY vs URA
+369.2%
-241.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.5% |
| 7D | -3.0% | +5.7% | -8.7% | -3.3% |
| 30D | -5.0% | +5.6% | -10.6% | -5.4% |
| 3M | -1.3% | +6.2% | -7.5% | -1.8% |
| 6M | -21.5% | -8.2% | -13.3% | -21.4% |
| YTD | -3.3% | +9.7% | -12.9% | -4.8% |
| 1Y | -5.5% | +17.0% | -22.5% | -7.8% |
| 3Y | -9.9% | +118.5% | -128.4% | -18.8% |
| 5Y | +11.3% | +134.3% | -123.0% | -3.6% |
| 10Y | +128.1% | +377.5% | -249.4% | +56.2% |
| All | +128.1% | +369.2% | -241.2% | +56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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