+124.4%
HSY vs URA
+266.3%
-141.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +0.6% |
| 7D | -2.1% | -1.5% | -0.6% | -2.1% |
| 30D | +6.1% | -10.4% | +16.5% | +6.6% |
| 3M | -5.6% | -29.6% | +24.0% | -4.0% |
| 6M | -9.5% | -40.3% | +30.7% | -7.2% |
| YTD | -2.1% | -25.5% | +23.4% | -1.7% |
| 1Y | +0.8% | -26.4% | +27.2% | +1.2% |
| 3Y | -2.1% | +31.4% | -33.6% | -8.7% |
| 5Y | +11.2% | +28.6% | -17.3% | +2.5% |
| All | +124.4% | +266.3% | -141.8% | +41.7% |
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