+707.1%
IYR vs HSY
+1,146.8%
-439.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.2% |
| 7D | +0.6% | -2.1% | +2.7% | +1.5% |
| 30D | +6.6% | +6.1% | +0.5% | +3.6% |
| 3M | -1.8% | -5.6% | +3.8% | +0.3% |
| 6M | +1.4% | -9.5% | +11.0% | +5.0% |
| YTD | +10.5% | -2.1% | +12.6% | +9.5% |
| 1Y | +10.6% | +0.8% | +9.9% | +8.1% |
| 3Y | +41.8% | -2.1% | +44.0% | +36.1% |
| 5Y | +6.0% | +11.2% | -5.2% | -5.5% |
| 10Y | +86.7% | +128.3% | -41.6% | +18.5% |
| All | +707.1% | +1,146.8% | -439.7% | +180.7% |
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