+55.0%
JD vs HSY
+140.6%
-85.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.6% | +0.1% | -2.1% |
| 7D | +7.9% | +1.3% | +6.6% | +7.7% |
| 30D | +4.8% | +6.6% | -1.8% | +3.6% |
| 3M | -13.9% | -4.1% | -9.8% | -13.4% |
| 6M | -5.8% | -5.2% | -0.6% | -5.2% |
| YTD | +2.4% | -2.5% | +5.0% | +2.2% |
| 1Y | -7.5% | +4.7% | -12.3% | -8.9% |
| 3Y | +20.9% | +0.6% | +20.3% | +18.6% |
| 5Y | -58.0% | +11.7% | -69.7% | -60.8% |
| 10Y | +28.9% | +120.0% | -91.1% | -2.1% |
| All | +55.0% | +140.6% | -85.6% | +4.5% |
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