+66.9%
IYR vs HSY
+128.6%
-61.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.0% |
| 7D | -1.4% | +0.1% | -1.5% | -1.4% |
| 30D | -2.7% | -5.2% | +2.5% | -0.6% |
| 3M | -2.1% | -3.4% | +1.3% | -1.1% |
| 6M | +3.6% | -19.2% | +22.8% | +12.2% |
| YTD | +8.1% | -2.6% | +10.8% | +7.6% |
| 1Y | +4.7% | -3.8% | +8.5% | +4.3% |
| 3Y | +29.1% | -10.6% | +39.7% | +30.1% |
| 5Y | +6.9% | +12.3% | -5.4% | -7.1% |
| All | +66.9% | +128.6% | -61.7% | +10.1% |
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