+82.1%
IBM vs HSY
0.0%
+82.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.0% | +0.7% |
| 7D | -2.5% | +1.3% | -3.8% | -2.7% |
| 30D | +8.4% | +6.6% | +1.8% | +7.6% |
| 3M | +4.5% | -4.1% | +8.6% | +4.8% |
| 6M | +7.9% | -5.2% | +13.1% | +7.8% |
| YTD | -15.2% | -2.5% | -12.7% | -16.0% |
| 1Y | -17.6% | +4.7% | -22.3% | -19.1% |
| 3Y | +82.1% | +0.6% | +81.5% | +79.5% |
| All | +82.1% | 0.0% | +82.1% | +79.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling