+16.9%
JD vs HSY
+124.3%
-107.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.8% | -2.4% |
| 7D | -3.0% | -3.0% | 0.0% | -2.6% |
| 30D | -19.3% | -5.0% | -14.3% | -18.8% |
| 3M | -6.0% | -1.3% | -4.7% | -6.0% |
| 6M | +1.8% | -21.5% | +23.3% | +4.8% |
| YTD | -2.6% | -3.3% | +0.7% | -2.6% |
| 1Y | -17.4% | -5.5% | -11.9% | -17.3% |
| 3Y | -8.6% | -9.9% | +1.3% | -8.6% |
| 5Y | -61.6% | +11.3% | -73.0% | -63.9% |
| 10Y | +16.9% | +128.1% | -111.2% | -5.1% |
| All | +16.9% | +124.3% | -107.4% | -5.1% |
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