+102.8%
JCI vs HSY
+11.9%
+90.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.4% | +1.0% | +2.4% |
| 7D | +2.9% | +1.1% | +1.8% | +2.9% |
| 30D | -6.9% | +7.7% | -14.6% | -7.3% |
| 3M | -6.3% | -2.3% | -4.0% | -6.0% |
| 6M | +2.6% | -5.3% | +7.9% | +3.1% |
| YTD | +21.8% | -0.9% | +22.7% | +22.0% |
| 1Y | +19.6% | +5.2% | +14.4% | +19.0% |
| 3Y | +194.9% | +0.7% | +194.2% | +190.9% |
| All | +102.8% | +11.9% | +90.9% | +81.0% |
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