+2,279.7%
JHX vs HSY
+861.8%
+1,418.0%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -2.9% |
| 7D | +1.6% | -3.0% | +4.5% | +2.7% |
| 30D | -5.0% | -5.0% | 0.0% | -3.2% |
| 3M | +24.5% | -1.3% | +25.8% | +24.7% |
| 6M | +34.9% | -21.5% | +56.4% | +46.8% |
| YTD | +39.3% | -3.3% | +42.6% | +39.4% |
| 1Y | +48.6% | -5.5% | +54.1% | +49.5% |
| 3Y | -2.0% | -9.9% | +7.9% | -2.0% |
| 5Y | -24.4% | +11.3% | -35.7% | -31.7% |
| 10Y | +109.4% | +128.1% | -18.6% | +44.4% |
| All | +2,279.7% | +861.8% | +1,418.0% | +982.3% |
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