+56.5%
IOT vs HSY
+3.4%
+53.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.6% | -3.1% | -3.8% |
| 7D | +5.1% | -3.0% | +8.0% | +4.8% |
| 30D | -3.0% | -5.0% | +2.0% | -3.5% |
| 3M | +15.0% | -1.3% | +16.3% | +14.9% |
| 6M | +13.1% | -21.5% | +34.6% | +10.3% |
| YTD | +9.0% | -3.3% | +12.3% | +8.5% |
| 1Y | +0.1% | -5.5% | +5.6% | -0.3% |
| 3Y | +26.4% | -9.9% | +36.4% | +26.8% |
| All | +56.5% | +3.4% | +53.1% | +94.6% |
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