+41.3%
ICE vs HSY
-9.9%
+51.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.7% |
| 7D | -0.9% | -3.0% | +2.1% | -0.4% |
| 30D | +4.0% | -5.0% | +9.0% | +4.8% |
| 3M | +11.0% | -1.3% | +12.3% | +11.2% |
| 6M | -5.0% | -21.5% | +16.5% | -1.8% |
| YTD | -2.7% | -3.3% | +0.6% | -2.5% |
| 1Y | -8.6% | -5.5% | -3.1% | -8.3% |
| All | +41.3% | -9.9% | +51.2% | +41.9% |
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