-4.2%
JD vs HSY
-10.5%
+6.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.0% | +2.0% |
| 7D | -1.7% | -3.3% | +1.6% | -1.3% |
| 30D | -13.2% | -2.8% | -10.3% | -12.9% |
| 3M | -3.2% | -4.5% | +1.3% | -2.7% |
| 6M | +15.2% | -24.2% | +39.4% | +18.9% |
| YTD | +2.0% | -2.7% | +4.7% | +1.8% |
| 1Y | -5.4% | -3.7% | -1.6% | -5.5% |
| All | -4.2% | -10.5% | +6.3% | -5.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling