+1,525.1%
JBL vs HSY
+128.6%
+1,396.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.6% | +5.6% | +5.2% |
| 7D | +2.4% | +0.1% | +2.3% | +2.4% |
| 30D | -13.1% | -5.2% | -7.9% | -12.1% |
| 3M | -15.6% | -3.4% | -12.2% | -15.4% |
| 6M | +24.6% | -19.2% | +43.8% | +31.2% |
| YTD | +39.6% | -2.6% | +42.2% | +38.7% |
| 1Y | +48.6% | -3.8% | +52.4% | +47.6% |
| 3Y | +197.3% | -10.6% | +207.9% | +197.1% |
| 5Y | +413.0% | +12.3% | +400.7% | +347.2% |
| All | +1,525.1% | +128.6% | +1,396.4% | +1,108.8% |
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