-12.4%
IP vs HSY
+14.9%
-27.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.5% | +0.8% |
| 7D | -5.1% | +7.5% | -12.6% | -6.5% |
| 30D | +8.5% | +11.1% | -2.5% | +6.1% |
| 3M | -13.8% | -1.9% | -11.9% | -13.6% |
| 6M | +5.7% | -3.0% | +8.7% | +6.0% |
| YTD | -9.1% | 0.0% | -9.2% | -9.2% |
| 1Y | -0.8% | +9.4% | -10.3% | -2.4% |
| 3Y | +14.8% | +3.8% | +11.0% | +12.7% |
| All | -12.4% | +14.9% | -27.2% | -25.4% |
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