+4.2%
ITW vs HSY
-3.5%
+7.8%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.4% |
| 7D | -3.6% | -3.3% | -0.3% | -3.0% |
| 30D | -9.1% | -2.8% | -6.3% | -8.7% |
| 3M | +8.2% | -4.5% | +12.7% | +9.0% |
| 6M | -4.8% | -24.2% | +19.4% | -0.1% |
| YTD | +11.0% | -2.7% | +13.8% | +12.0% |
| 1Y | +4.2% | -3.7% | +8.0% | +5.2% |
| All | +4.2% | -3.5% | +7.8% | +5.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling