+215.7%
HUT vs HSY
+113.7%
+102.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.4% |
| 7D | -10.9% | +3.8% | -14.8% | -10.9% |
| 30D | -32.6% | +6.9% | -39.5% | -32.8% |
| 3M | -33.7% | -4.1% | -29.7% | -33.5% |
| 6M | -42.3% | -5.0% | -37.4% | -42.3% |
| YTD | +23.6% | -2.3% | +25.9% | +23.0% |
| 1Y | +20.4% | +6.1% | +14.3% | +18.2% |
| 3Y | +423.2% | -0.7% | +423.9% | +404.5% |
| 5Y | -19.4% | +9.9% | -29.3% | -26.6% |
| All | +215.7% | +113.7% | +102.0% | +142.9% |
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