+243.2%
INTC vs HSY
+130.0%
+113.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.2% | -6.8% | -5.9% |
| 7D | +9.4% | -0.4% | +9.8% | +9.5% |
| 30D | +2.7% | -3.4% | +6.1% | +3.4% |
| 3M | -6.3% | -0.5% | -5.8% | -7.1% |
| 6M | +114.5% | -19.1% | +133.6% | +125.7% |
| YTD | +171.9% | -2.1% | +173.9% | +168.1% |
| 1Y | +305.0% | -3.2% | +308.2% | +298.8% |
| 3Y | +168.3% | -8.8% | +177.2% | +164.2% |
| 5Y | +102.3% | +13.0% | +89.3% | +77.2% |
| All | +243.2% | +130.0% | +113.2% | +143.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling