+2,583.6%
ICE vs HSY
+434.7%
+2,149.0%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.1% |
| 7D | +3.6% | -2.1% | +5.8% | +4.7% |
| 30D | +15.1% | +6.1% | +9.0% | +11.6% |
| 3M | +15.4% | -5.6% | +21.0% | +18.4% |
| 6M | +16.1% | -9.5% | +25.7% | +21.2% |
| YTD | +11.4% | -2.1% | +13.5% | +10.4% |
| 1Y | +18.5% | +0.8% | +17.7% | +15.5% |
| 3Y | +70.5% | -2.1% | +72.7% | +61.7% |
| 5Y | +40.9% | +11.2% | +29.7% | +21.1% |
| 10Y | +260.6% | +128.3% | +132.3% | +94.4% |
| All | +2,583.6% | +434.7% | +2,149.0% | +486.2% |
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