+146.1%
HSY vs Z
+25.1%
+121.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -1.0% |
| 7D | -3.3% | -3.0% | -0.3% | -3.2% |
| 30D | -2.8% | -4.2% | +1.4% | -2.7% |
| 3M | -4.5% | -3.7% | -0.8% | -4.5% |
| 6M | -24.2% | -24.5% | +0.3% | -23.6% |
| YTD | -2.7% | -49.3% | +46.6% | -0.7% |
| 1Y | -3.7% | -58.7% | +54.9% | -1.0% |
| 3Y | -11.5% | -34.1% | +22.7% | -11.5% |
| 5Y | +10.3% | -64.5% | +74.9% | +12.4% |
| 10Y | +122.1% | -0.5% | +122.6% | +97.2% |
| All | +146.1% | +25.1% | +121.0% | +115.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling