-44.0%
KHC vs HSY
+154.0%
-198.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.6% | +1.8% |
| 7D | -3.3% | -2.3% | -1.0% | -2.2% |
| 30D | +9.1% | +6.3% | +2.9% | +5.8% |
| 3M | +1.4% | -5.2% | +6.6% | +4.0% |
| 6M | +8.4% | -8.3% | +16.6% | +12.6% |
| YTD | +6.2% | -2.7% | +8.8% | +6.3% |
| 1Y | +5.7% | +0.1% | +5.5% | +4.1% |
| 3Y | -12.0% | -1.0% | -11.0% | -14.8% |
| 5Y | -15.3% | +10.6% | -26.0% | -22.8% |
| 10Y | -51.8% | +127.0% | -178.8% | -69.0% |
| All | -44.0% | +154.0% | -198.0% | -67.9% |
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 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