+433.3%
HUT vs HSY
+111.5%
+321.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -3.0% | -3.6% |
| 7D | +18.9% | -3.0% | +21.8% | +19.1% |
| 30D | +12.0% | -5.0% | +17.0% | +12.2% |
| 3M | -14.9% | -1.3% | -13.5% | -15.1% |
| 6M | +96.8% | -21.5% | +118.3% | +100.8% |
| YTD | +108.8% | -3.3% | +112.1% | +107.6% |
| 1Y | +227.4% | -5.5% | +232.9% | +226.7% |
| 3Y | +760.3% | -9.9% | +770.2% | +759.1% |
| 5Y | +86.1% | +11.3% | +74.7% | +66.7% |
| All | +433.3% | +111.5% | +321.8% | +310.1% |
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