+162.3%
JPM vs HSY
-9.9%
+172.2%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +1.0% | +0.4% |
| 7D | -0.4% | -3.0% | +2.5% | -0.3% |
| 30D | -1.4% | -5.0% | +3.6% | -1.3% |
| 3M | +13.9% | -1.3% | +15.3% | +13.9% |
| 6M | +23.5% | -21.5% | +45.0% | +24.6% |
| YTD | +11.6% | -3.3% | +14.9% | +11.4% |
| 1Y | +21.4% | -5.5% | +26.9% | +21.2% |
| All | +162.3% | -9.9% | +172.2% | +158.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling