+0.6%
HSY vs Z
-19.5%
+20.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.8% | -6.4% | -2.7% |
| 7D | +1.3% | -5.2% | +6.5% | +1.4% |
| 30D | +6.6% | +5.7% | +0.9% | +6.5% |
| 3M | -4.1% | -8.7% | +4.6% | -4.1% |
| 6M | -5.2% | -26.0% | +20.7% | -5.5% |
| YTD | -2.5% | -55.0% | +52.5% | -2.7% |
| 1Y | +4.7% | -58.0% | +62.7% | +4.7% |
| 3Y | +0.6% | -15.2% | +15.7% | -4.9% |
| All | +0.6% | -19.5% | +20.1% | -4.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling