+2,309.0%
JCI vs HSY
+4,487.9%
-2,179.0%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.4% | +1.0% | +2.1% |
| 7D | +2.9% | +1.1% | +1.8% | +2.6% |
| 30D | -6.9% | +7.7% | -14.6% | -9.1% |
| 3M | -6.3% | -2.3% | -4.0% | -6.3% |
| 6M | +2.6% | -5.3% | +7.9% | +2.7% |
| YTD | +21.8% | -0.9% | +22.7% | +20.2% |
| 1Y | +19.6% | +5.2% | +14.4% | +16.1% |
| 3Y | +194.9% | +0.7% | +194.2% | +183.4% |
| 5Y | +108.1% | +12.2% | +95.9% | +92.3% |
| 10Y | +307.6% | +131.1% | +176.5% | +207.7% |
| All | +2,309.0% | +4,487.9% | -2,179.0% | +639.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling