-91.5%
HTZ vs HSY
+13.3%
-104.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.5% |
| 7D | +7.5% | -3.3% | +10.8% | +8.1% |
| 30D | +47.4% | -2.8% | +50.3% | +48.2% |
| 3M | -54.9% | -4.5% | -50.4% | -54.7% |
| 6M | -47.0% | -24.2% | -22.8% | -44.1% |
| YTD | -55.3% | -2.7% | -52.5% | -55.5% |
| 1Y | -57.6% | -3.7% | -53.9% | -58.1% |
| 3Y | -86.6% | -11.5% | -75.1% | -86.8% |
| 5Y | -86.1% | +10.3% | -96.5% | -85.9% |
| All | -91.5% | +13.3% | -104.8% | -92.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HSY.
Daily Out/Under-Performance
Portfolio return minus HSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HSY 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 HSY 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