-4.4%
JHX vs HSY
-9.3%
+4.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.1% |
| 7D | -6.3% | +0.1% | -6.4% | -6.3% |
| 30D | -7.7% | -5.2% | -2.6% | -6.9% |
| 3M | +19.2% | -3.4% | +22.6% | +19.8% |
| 6M | +38.3% | -19.2% | +57.5% | +43.2% |
| YTD | +37.2% | -2.6% | +39.8% | +37.2% |
| 1Y | +42.3% | -3.8% | +46.1% | +42.6% |
| 3Y | -4.4% | -10.6% | +6.2% | -5.9% |
| All | -4.4% | -9.3% | +4.9% | -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