+83.9%
JNJ vs HSY
+11.4%
+72.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.1% | -0.6% |
| 7D | -3.0% | -3.0% | 0.0% | -2.2% |
| 30D | +2.5% | -5.0% | +7.6% | +3.9% |
| 3M | +13.2% | -1.3% | +14.6% | +13.5% |
| 6M | +11.3% | -21.5% | +32.8% | +17.9% |
| YTD | +31.1% | -3.3% | +34.4% | +31.7% |
| 1Y | +54.3% | -5.5% | +59.8% | +55.5% |
| 3Y | +81.1% | -9.9% | +91.1% | +83.6% |
| All | +83.9% | +11.4% | +72.5% | +71.4% |
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