+437.3%
HSY vs URA
-51.6%
+489.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.4% | -4.0% | +0.1% |
| 7D | +7.5% | -4.1% | +11.7% | +7.8% |
| 30D | +11.1% | -19.0% | +30.1% | +12.7% |
| 3M | -1.9% | -25.1% | +23.2% | -0.1% |
| 6M | -3.0% | -44.5% | +41.5% | +1.0% |
| YTD | 0.0% | -24.3% | +24.4% | +0.8% |
| 1Y | +9.4% | -28.1% | +37.6% | +10.6% |
| 3Y | +3.8% | +40.7% | -36.9% | -4.2% |
| 5Y | +15.2% | +35.5% | -20.3% | +4.8% |
| 10Y | +126.9% | +281.2% | -154.3% | +66.4% |
| All | +437.3% | -51.6% | +489.0% | +361.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling