+585.7%
JPM vs HSY
+130.0%
+455.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.6% | -0.7% |
| 7D | -2.3% | -0.4% | -1.9% | -2.2% |
| 30D | -2.3% | -3.4% | +1.1% | -1.4% |
| 3M | +14.9% | -0.5% | +15.4% | +14.6% |
| 6M | +23.6% | -19.1% | +42.8% | +30.9% |
| YTD | +11.3% | -2.1% | +13.3% | +10.3% |
| 1Y | +19.9% | -3.2% | +23.1% | +18.9% |
| 3Y | +162.6% | -8.8% | +171.4% | +160.8% |
| 5Y | +154.6% | +13.0% | +141.7% | +123.2% |
| All | +585.7% | +130.0% | +455.7% | +423.2% |
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