+220.1%
HUT vs HSY
+114.1%
+106.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.6% | -7.7% | -7.1% |
| 7D | +9.3% | -2.1% | +11.5% | +9.3% |
| 30D | -23.1% | +6.1% | -29.2% | -23.2% |
| 3M | -30.6% | -5.6% | -25.0% | -30.3% |
| 6M | -46.9% | -9.5% | -37.3% | -46.5% |
| YTD | +25.3% | -2.1% | +27.4% | +24.7% |
| 1Y | +59.8% | +0.8% | +59.1% | +58.3% |
| 3Y | +467.2% | -2.1% | +469.3% | +451.0% |
| 5Y | -24.6% | +11.2% | -35.9% | -31.6% |
| All | +220.1% | +114.1% | +106.0% | +146.3% |
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