+44.1%
IR vs HSY
+14.9%
+29.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.3% |
| 7D | +3.7% | +7.5% | -3.9% | +2.7% |
| 30D | +7.4% | +11.1% | -3.6% | +5.8% |
| 3M | -5.9% | -1.9% | -4.0% | -5.7% |
| 6M | +5.6% | -3.0% | +8.5% | +5.7% |
| YTD | +4.8% | 0.0% | +4.8% | +4.3% |
| 1Y | +6.9% | +9.4% | -2.5% | +5.0% |
| 3Y | +27.6% | +3.8% | +23.8% | +23.7% |
| All | +44.1% | +14.9% | +29.3% | +30.2% |
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 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