+1,135.5%
IJR vs HSY
+1,079.1%
+56.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.9% |
| 7D | -1.1% | -3.0% | +1.8% | -0.1% |
| 30D | -3.6% | -5.0% | +1.4% | -2.0% |
| 3M | +2.3% | -1.3% | +3.6% | +2.3% |
| 6M | +14.3% | -21.5% | +35.8% | +23.1% |
| YTD | +19.3% | -3.3% | +22.6% | +19.0% |
| 1Y | +22.6% | -5.5% | +28.1% | +22.9% |
| 3Y | +53.5% | -9.9% | +63.5% | +52.9% |
| 5Y | +39.9% | +11.3% | +28.6% | +26.9% |
| 10Y | +172.1% | +128.1% | +44.0% | +85.5% |
| All | +1,135.5% | +1,079.1% | +56.4% | +438.5% |
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