+2,316.3%
ICE vs HSY
+431.2%
+1,885.0%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.5% |
| 7D | -0.7% | -3.3% | +2.6% | +1.0% |
| 30D | +7.6% | -2.8% | +10.4% | +9.0% |
| 3M | +13.9% | -4.5% | +18.4% | +16.1% |
| 6M | -2.4% | -24.2% | +21.9% | +11.2% |
| YTD | +0.3% | -2.7% | +3.0% | -0.1% |
| 1Y | -6.4% | -3.7% | -2.7% | -6.7% |
| 3Y | +43.1% | -11.5% | +54.6% | +43.7% |
| 5Y | +42.1% | +10.3% | +31.8% | +22.7% |
| 10Y | +220.9% | +122.1% | +98.8% | +75.7% |
| All | +2,316.3% | +431.2% | +1,885.0% | +430.5% |
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 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