+422.5%
HSY vs URA
-31.1%
+453.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.2% |
| 7D | -3.3% | +1.1% | -4.4% | -3.4% |
| 30D | -2.8% | +7.4% | -10.2% | -3.4% |
| 3M | -4.5% | -8.4% | +3.9% | -4.1% |
| 6M | -24.2% | -12.7% | -11.5% | -23.8% |
| YTD | -2.7% | +7.8% | -10.5% | -4.4% |
| 1Y | -3.7% | +19.5% | -23.2% | -6.8% |
| 3Y | -11.5% | +116.4% | -127.9% | -21.0% |
| 5Y | +10.3% | +134.3% | -123.9% | -5.3% |
| 10Y | +122.1% | +359.3% | -237.1% | +62.2% |
| All | +422.5% | -31.1% | +453.6% | +337.7% |
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 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