-61.3%
JD vs HSY
+10.4%
-71.6%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.0% | +1.9% |
| 7D | -1.7% | -3.3% | +1.6% | -1.6% |
| 30D | -13.2% | -2.8% | -10.3% | -13.1% |
| 3M | -3.2% | -4.5% | +1.3% | -3.1% |
| 6M | +15.2% | -24.2% | +39.4% | +15.3% |
| YTD | +2.0% | -2.7% | +4.7% | +2.1% |
| 1Y | -5.4% | -3.7% | -1.6% | -5.2% |
| 3Y | -9.1% | -11.5% | +2.4% | -12.0% |
| All | -61.3% | +10.4% | -71.6% | -55.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling