+11,186.3%
JPM vs HSY
+4,402.6%
+6,783.6%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.1% | -0.5% |
| 7D | +0.3% | -3.3% | +3.6% | +1.5% |
| 30D | -0.2% | -2.8% | +2.7% | +0.8% |
| 3M | +15.9% | -4.5% | +20.4% | +17.2% |
| 6M | +20.9% | -24.2% | +45.2% | +33.0% |
| YTD | +12.9% | -2.7% | +15.6% | +12.1% |
| 1Y | +20.3% | -3.7% | +24.0% | +19.5% |
| 3Y | +160.9% | -11.5% | +172.4% | +160.1% |
| 5Y | +154.8% | +10.3% | +144.5% | +128.4% |
| 10Y | +591.1% | +122.1% | +469.0% | +357.3% |
| All | +11,186.3% | +4,402.6% | +6,783.6% | +1,867.3% |
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