+124.4%
HSY vs Z
-16.5%
+140.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.5% | -2.9% | +0.4% |
| 7D | -2.1% | +0.8% | -3.0% | -2.2% |
| 30D | +6.1% | +5.2% | +0.9% | +5.9% |
| 3M | -5.6% | -17.0% | +11.4% | -5.1% |
| 6M | -9.5% | -22.7% | +13.1% | -9.0% |
| YTD | -2.1% | -56.3% | +54.2% | +0.1% |
| 1Y | +0.8% | -57.7% | +58.4% | +3.1% |
| 3Y | -2.1% | -16.5% | +14.4% | -3.3% |
| 5Y | +11.2% | -53.4% | +64.6% | +11.3% |
| All | +124.4% | -16.5% | +140.9% | +105.0% |
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