+1,055.9%
IJH vs HSY
+1,079.1%
-23.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.4% | -0.9% |
| 7D | -0.7% | -3.0% | +2.2% | +0.2% |
| 30D | -3.8% | -5.0% | +1.2% | -2.3% |
| 3M | 0.0% | -1.3% | +1.3% | 0.0% |
| 6M | +8.8% | -21.5% | +30.3% | +16.9% |
| YTD | +13.5% | -3.3% | +16.8% | +13.2% |
| 1Y | +15.4% | -5.5% | +20.9% | +15.6% |
| 3Y | +50.9% | -9.9% | +60.8% | +50.2% |
| 5Y | +47.8% | +11.3% | +36.4% | +34.1% |
| 10Y | +183.1% | +128.1% | +55.0% | +96.3% |
| All | +1,055.9% | +1,079.1% | -23.2% | +438.8% |
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