+112.0%
IBM vs HSY
+13.1%
+98.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | +0.3% | -1.6% | +1.8% | +0.5% |
| 30D | -1.5% | -4.2% | +2.7% | -0.9% |
| 3M | -16.8% | -0.7% | -16.0% | -16.6% |
| 6M | -9.0% | -21.8% | +12.8% | -6.3% |
| YTD | -20.1% | -2.7% | -17.4% | -20.6% |
| 1Y | -7.0% | -4.8% | -2.2% | -7.4% |
| 3Y | +72.4% | -9.4% | +81.7% | +72.9% |
| 5Y | +112.0% | +11.3% | +100.7% | +102.1% |
| All | +112.0% | +13.1% | +98.8% | +102.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling