+154.6%
JPM vs HSY
+12.8%
+141.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.6% | -0.4% |
| 7D | -2.3% | -0.4% | -1.9% | -2.3% |
| 30D | -2.3% | -3.4% | +1.1% | -2.0% |
| 3M | +14.9% | -0.5% | +15.4% | +14.8% |
| 6M | +23.6% | -19.1% | +42.8% | +26.1% |
| YTD | +11.3% | -2.1% | +13.3% | +10.8% |
| 1Y | +19.9% | -3.2% | +23.1% | +19.5% |
| 3Y | +162.6% | -8.8% | +171.4% | +163.4% |
| 5Y | +154.6% | +13.0% | +141.7% | +136.8% |
| All | +154.6% | +12.8% | +141.8% | +136.8% |
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