+34.4%
JD vs HSY
+128.6%
-94.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +1.0% | +1.5% |
| 7D | -4.1% | -2.1% | -2.0% | -3.8% |
| 30D | +4.6% | +6.1% | -1.5% | +3.8% |
| 3M | -4.7% | -5.6% | +0.9% | -4.1% |
| 6M | -17.4% | -9.5% | -7.8% | -16.4% |
| YTD | +0.7% | -2.1% | +2.8% | +0.5% |
| 1Y | -5.9% | +0.8% | -6.7% | -6.5% |
| 3Y | +18.9% | -2.1% | +21.0% | +17.6% |
| 5Y | -62.9% | +11.2% | -74.2% | -65.1% |
| All | +34.4% | +128.6% | -94.2% | +11.9% |
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