+151.7%
HYG vs HSY
+409.8%
-258.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.1% |
| 7D | -0.7% | +0.1% | -0.8% | -0.7% |
| 30D | -0.7% | -5.2% | +4.5% | 0.0% |
| 3M | -0.2% | -3.4% | +3.2% | +0.1% |
| 6M | +1.4% | -19.2% | +20.6% | +4.1% |
| YTD | +1.5% | -2.6% | +4.1% | +1.3% |
| 1Y | +2.9% | -3.8% | +6.7% | +2.8% |
| 3Y | +25.6% | -10.6% | +36.3% | +25.8% |
| 5Y | +18.6% | +12.3% | +6.3% | +13.5% |
| 10Y | +55.7% | +129.6% | -73.8% | +30.9% |
| All | +151.7% | +409.8% | -258.1% | +69.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling