+2,307.7%
JCI vs HSY
+4,402.6%
-2,094.9%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.0% | +2.2% |
| 7D | +3.8% | -3.3% | +7.1% | +4.7% |
| 30D | -5.7% | -2.8% | -2.8% | -5.1% |
| 3M | -1.4% | -4.5% | +3.1% | -0.8% |
| 6M | +4.1% | -24.2% | +28.4% | +11.1% |
| YTD | +21.7% | -2.7% | +24.5% | +21.4% |
| 1Y | +36.1% | -3.7% | +39.9% | +35.8% |
| 3Y | +154.4% | -11.5% | +165.9% | +154.6% |
| 5Y | +112.0% | +10.3% | +101.7% | +97.8% |
| 10Y | +322.2% | +122.1% | +200.1% | +223.3% |
| All | +2,307.7% | +4,402.6% | -2,094.9% | +646.7% |
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