+303.6%
JBL vs HSY
+11.0%
+292.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.2% |
| 7D | +6.3% | -2.1% | +8.5% | +6.3% |
| 30D | -13.5% | +6.1% | -19.6% | -13.5% |
| 3M | -31.3% | -5.6% | -25.7% | -31.2% |
| 6M | -28.4% | -9.5% | -18.9% | -28.1% |
| YTD | +11.6% | -2.1% | +13.7% | +11.8% |
| 1Y | +26.1% | +0.8% | +25.3% | +26.1% |
| 3Y | +97.4% | -2.1% | +99.5% | +96.7% |
| All | +303.6% | +11.0% | +292.6% | +234.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling