+192.5%
JNJ vs HSY
+128.6%
+63.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | -3.5% | +0.1% | -3.6% | -3.5% |
| 30D | +2.3% | -5.2% | +7.5% | +4.1% |
| 3M | +12.0% | -3.4% | +15.4% | +13.1% |
| 6M | +10.5% | -19.2% | +29.7% | +18.0% |
| YTD | +30.4% | -2.6% | +33.0% | +30.6% |
| 1Y | +52.1% | -3.8% | +55.9% | +52.5% |
| 3Y | +77.8% | -10.6% | +88.4% | +80.0% |
| 5Y | +82.9% | +12.3% | +70.6% | +67.2% |
| All | +192.5% | +128.6% | +63.9% | +114.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling