+127.8%
HSY vs Z
-6.2%
+134.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.8% | +4.0% | +1.3% |
| 7D | -0.4% | -11.6% | +11.2% | 0.0% |
| 30D | -3.4% | -8.5% | +5.0% | -3.2% |
| 3M | -0.5% | -7.9% | +7.4% | -0.3% |
| 6M | -19.1% | -29.1% | +9.9% | -18.4% |
| YTD | -2.1% | -54.2% | +52.1% | +0.1% |
| 1Y | -3.2% | -63.5% | +60.3% | -0.3% |
| 3Y | -8.8% | -38.6% | +29.8% | -8.7% |
| 5Y | +13.0% | -66.0% | +78.9% | +14.9% |
| All | +127.8% | -6.2% | +134.0% | +103.6% |
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