+40.0%
ICE vs HSY
+12.8%
+27.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.7% | -0.7% |
| 7D | -5.3% | -0.4% | -4.9% | -5.3% |
| 30D | +3.0% | -3.4% | +6.5% | +3.7% |
| 3M | +11.4% | -0.5% | +11.9% | +11.5% |
| 6M | -2.0% | -19.1% | +17.1% | +1.9% |
| YTD | -3.1% | -2.1% | -1.1% | -3.3% |
| 1Y | -8.4% | -3.2% | -5.1% | -8.4% |
| 3Y | +40.7% | -8.8% | +49.5% | +41.5% |
| 5Y | +40.0% | +13.0% | +27.0% | +26.9% |
| All | +40.0% | +12.8% | +27.2% | +26.9% |
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 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