+17.6%
IP vs HSY
+128.6%
-111.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.9% | +1.2% |
| 7D | -0.3% | -2.1% | +1.8% | +0.4% |
| 30D | +7.9% | +6.1% | +1.8% | +5.5% |
| 3M | -15.3% | -5.6% | -9.7% | -13.8% |
| 6M | +10.5% | -9.5% | +20.1% | +13.8% |
| YTD | -9.4% | -2.1% | -7.3% | -9.5% |
| 1Y | -4.6% | +0.8% | -5.4% | -5.8% |
| 3Y | +21.2% | -2.1% | +23.4% | +18.1% |
| 5Y | -13.3% | +11.2% | -24.6% | -23.4% |
| All | +17.6% | +128.6% | -111.0% | -20.3% |
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 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