+197.6%
JCI vs HSY
+0.7%
+196.9%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.4% | +1.0% | +2.5% |
| 7D | +2.9% | +1.1% | +1.8% | +3.0% |
| 30D | -6.9% | +7.7% | -14.6% | -6.7% |
| 3M | -6.3% | -2.3% | -4.0% | -5.9% |
| 6M | +2.6% | -5.3% | +7.9% | +3.2% |
| YTD | +21.8% | -0.9% | +22.7% | +22.8% |
| 1Y | +19.6% | +5.2% | +14.4% | +20.2% |
| All | +197.6% | +0.7% | +196.9% | +199.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling