+9,052.6%
ITW vs HSY
+4,405.8%
+4,646.8%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.6% |
| 7D | -0.4% | -1.6% | +1.1% | +0.1% |
| 30D | -9.4% | -4.2% | -5.2% | -8.1% |
| 3M | +7.1% | -0.7% | +7.8% | +7.0% |
| 6M | -1.9% | -21.8% | +19.9% | +6.2% |
| YTD | +10.4% | -2.7% | +13.1% | +10.4% |
| 1Y | +3.3% | -4.8% | +8.1% | +3.8% |
| 3Y | +21.0% | -9.4% | +30.4% | +21.0% |
| 5Y | +36.3% | +11.3% | +25.0% | +25.9% |
| 10Y | +185.8% | +125.0% | +60.8% | +105.1% |
| All | +9,052.6% | +4,405.8% | +4,646.8% | +2,239.4% |
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