+308.1%
HUBS vs HSY
+128.6%
+179.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +0.9% |
| 7D | -9.0% | +0.1% | -9.1% | -9.0% |
| 30D | +7.2% | -5.2% | +12.4% | +8.6% |
| 3M | +20.9% | -3.4% | +24.3% | +21.9% |
| 6M | -13.0% | -19.2% | +6.2% | -9.1% |
| YTD | -43.8% | -2.6% | -41.2% | -44.6% |
| 1Y | -54.6% | -3.8% | -50.9% | -55.3% |
| 3Y | -58.5% | -10.6% | -47.8% | -58.7% |
| 5Y | -66.4% | +12.3% | -78.7% | -70.6% |
| All | +308.1% | +128.6% | +179.5% | +202.7% |
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