+277.0%
IR vs HSY
+103.6%
+173.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.9% |
| 7D | -1.9% | -3.0% | +1.1% | -1.1% |
| 30D | -15.0% | -5.0% | -10.0% | -13.9% |
| 3M | -0.4% | -1.3% | +0.9% | -0.3% |
| 6M | -15.0% | -21.5% | +6.5% | -9.9% |
| YTD | -7.1% | -3.3% | -3.8% | -7.1% |
| 1Y | -7.5% | -5.5% | -2.0% | -7.2% |
| 3Y | +6.3% | -9.9% | +16.2% | +6.5% |
| 5Y | +37.3% | +11.3% | +26.0% | +25.6% |
| All | +277.0% | +103.6% | +173.4% | +193.2% |
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 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