+2,413.6%
IBM vs HSY
+4,402.6%
-1,989.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.3% |
| 7D | -0.3% | -3.3% | +3.0% | +0.5% |
| 30D | +0.3% | -2.8% | +3.1% | +0.9% |
| 3M | -21.6% | -4.5% | -17.1% | -20.7% |
| 6M | -4.7% | -24.2% | +19.5% | +1.2% |
| YTD | -19.1% | -2.7% | -16.4% | -19.2% |
| 1Y | -2.5% | -3.7% | +1.2% | -2.6% |
| 3Y | +74.2% | -11.5% | +85.6% | +75.0% |
| 5Y | +113.1% | +10.3% | +102.8% | +101.9% |
| 10Y | +133.5% | +122.1% | +11.4% | +87.6% |
| All | +2,413.6% | +4,402.6% | -1,989.0% | +983.0% |
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