+291.3%
IR vs HSY
+104.7%
+186.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.6% |
| 7D | -2.8% | -3.3% | +0.5% | -2.0% |
| 30D | -15.1% | -2.8% | -12.3% | -14.6% |
| 3M | +6.1% | -4.5% | +10.6% | +7.0% |
| 6M | -16.8% | -24.2% | +7.4% | -10.9% |
| YTD | -3.5% | -2.7% | -0.8% | -3.7% |
| 1Y | -3.5% | -3.7% | +0.2% | -3.6% |
| 3Y | +9.5% | -11.5% | +20.9% | +10.4% |
| 5Y | +45.1% | +10.3% | +34.7% | +33.3% |
| All | +291.3% | +104.7% | +186.6% | +203.9% |
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