+127.8%
HSY vs Z
-19.5%
+147.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.5% | +5.8% | +0.5% |
| 7D | +3.8% | -6.5% | +10.3% | +4.0% |
| 30D | +6.9% | -0.1% | +7.0% | +6.8% |
| 3M | -4.1% | -14.1% | +10.1% | -3.7% |
| 6M | -5.0% | -30.1% | +25.1% | -4.1% |
| YTD | -2.3% | -57.5% | +55.2% | 0.0% |
| 1Y | +6.1% | -60.3% | +66.4% | +8.8% |
| 3Y | -0.7% | -21.0% | +20.4% | -1.6% |
| 5Y | +9.9% | -54.9% | +64.8% | +10.1% |
| 10Y | +127.8% | -16.0% | +143.8% | +108.3% |
| All | +127.8% | -19.5% | +147.3% | +108.3% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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