+356.7%
IP vs HSY
+4,402.6%
-4,046.0%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.3% | +2.6% |
| 7D | -5.3% | -3.3% | -2.0% | -4.2% |
| 30D | -10.9% | -2.8% | -8.0% | -10.0% |
| 3M | +11.2% | -4.5% | +15.7% | +12.7% |
| 6M | -10.2% | -24.2% | +14.0% | -1.6% |
| YTD | -2.0% | -2.7% | +0.7% | -1.6% |
| 1Y | -19.1% | -3.7% | -15.4% | -18.6% |
| 3Y | +20.9% | -11.5% | +32.3% | +22.3% |
| 5Y | -17.8% | +10.3% | -28.2% | -24.2% |
| 10Y | +23.5% | +122.1% | -98.6% | -12.0% |
| All | +356.7% | +4,402.6% | -4,046.0% | +34.3% |
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 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