+319.9%
IP vs HSY
+4,513.9%
-4,194.0%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.7% | -5.6% | -4.5% |
| 7D | -5.0% | +10.7% | -15.7% | -8.3% |
| 30D | +6.5% | +10.3% | -3.8% | +2.8% |
| 3M | -18.0% | -0.4% | -17.6% | -18.1% |
| 6M | +10.3% | -2.5% | +12.9% | +10.6% |
| YTD | -9.9% | -0.3% | -9.6% | -10.5% |
| 1Y | -1.1% | +7.6% | -8.7% | -4.4% |
| 3Y | +13.0% | +3.2% | +9.8% | +8.2% |
| 5Y | -12.3% | +14.7% | -27.0% | -20.4% |
| 10Y | +26.8% | +126.0% | -99.2% | -10.3% |
| All | +319.9% | +4,513.9% | -4,194.0% | +22.2% |
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