+8,682.5%
JNJ vs HSY
+4,402.6%
+4,279.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | -0.1% | -0.8% |
| 7D | +2.7% | -3.3% | +6.0% | +3.7% |
| 30D | +7.4% | -2.8% | +10.2% | +8.3% |
| 3M | +21.2% | -4.5% | +25.7% | +22.7% |
| 6M | +13.4% | -24.2% | +37.6% | +22.8% |
| YTD | +35.1% | -2.7% | +37.9% | +35.5% |
| 1Y | +57.4% | -3.7% | +61.2% | +57.9% |
| 3Y | +86.8% | -11.5% | +98.2% | +89.0% |
| 5Y | +80.8% | +10.3% | +70.5% | +69.9% |
| 10Y | +202.7% | +122.1% | +80.6% | +127.1% |
| All | +8,682.5% | +4,402.6% | +4,279.8% | +2,355.4% |
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 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