+1,428.5%
IBKR vs HSY
+410.3%
+1,018.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.8% | +2.4% |
| 7D | -1.3% | +0.1% | -1.4% | -1.4% |
| 30D | -0.2% | -5.2% | +5.0% | +1.3% |
| 3M | +3.0% | -3.4% | +6.4% | +3.3% |
| 6M | +33.9% | -19.2% | +53.1% | +41.9% |
| YTD | +42.5% | -2.6% | +45.1% | +40.5% |
| 1Y | +44.9% | -3.8% | +48.6% | +42.7% |
| 3Y | +293.0% | -10.6% | +303.6% | +285.2% |
| 5Y | +497.7% | +12.3% | +485.4% | +415.3% |
| 10Y | +1,004.4% | +129.6% | +874.8% | +552.7% |
| All | +1,428.5% | +410.3% | +1,018.2% | +332.6% |
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