-93.9%
HTZ vs HSY
+15.5%
-109.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +1.4% | +7.9% | +9.1% |
| 7D | -27.4% | +1.1% | -28.5% | -27.6% |
| 30D | -11.4% | +7.7% | -19.0% | -12.6% |
| 3M | -33.1% | -2.3% | -30.8% | -32.9% |
| 6M | -73.5% | -5.3% | -68.2% | -73.3% |
| YTD | -68.1% | -0.9% | -67.2% | -68.4% |
| 1Y | -74.3% | +5.2% | -79.5% | -75.0% |
| 3Y | -80.9% | +0.7% | -81.6% | -81.4% |
| 5Y | -93.8% | +12.2% | -106.0% | -93.6% |
| All | -93.9% | +15.5% | -109.4% | -94.3% |
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