+55.4%
IOT vs HSY
+4.1%
+51.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.2% |
| 7D | -4.5% | +0.1% | -4.6% | -4.5% |
| 30D | -2.4% | -5.2% | +2.7% | -2.9% |
| 3M | +19.0% | -3.4% | +22.4% | +18.5% |
| 6M | +19.6% | -19.2% | +38.8% | +17.0% |
| YTD | +8.3% | -2.6% | +10.9% | +7.8% |
| 1Y | -0.8% | -3.8% | +3.0% | -1.1% |
| 3Y | +24.4% | -10.6% | +35.0% | +24.7% |
| All | +55.4% | +4.1% | +51.3% | +93.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling