+293.5%
JCI vs HSY
+128.6%
+165.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.8% | -2.4% |
| 7D | +3.2% | -2.1% | +5.3% | +3.6% |
| 30D | -8.6% | +6.1% | -14.7% | -10.3% |
| 3M | -7.7% | -5.6% | -2.1% | -6.8% |
| 6M | -2.6% | -9.5% | +7.0% | -1.0% |
| YTD | +17.4% | -2.1% | +19.5% | +16.2% |
| 1Y | +16.9% | +0.8% | +16.1% | +14.7% |
| 3Y | +186.7% | -2.1% | +188.9% | +176.6% |
| 5Y | +95.4% | +11.2% | +84.1% | +74.1% |
| All | +293.5% | +128.6% | +165.0% | +178.1% |
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