+126.5%
HSY vs ZBRA
+435.2%
-308.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.4% | -0.7% |
| 7D | +0.1% | -3.4% | +3.5% | +0.4% |
| 30D | -5.2% | -7.4% | +2.2% | -4.6% |
| 3M | -3.4% | +57.5% | -60.9% | -7.4% |
| 6M | -19.2% | +64.0% | -83.2% | -23.0% |
| YTD | -2.6% | +44.3% | -46.9% | -6.4% |
| 1Y | -3.8% | +10.9% | -14.6% | -5.4% |
| 3Y | -10.6% | +37.5% | -48.1% | -15.5% |
| 5Y | +12.3% | -39.7% | +52.0% | +15.8% |
| All | +126.5% | +435.2% | -308.7% | +83.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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