+222.0%
LHX vs HSY
+128.6%
+93.4%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.6% | -0.9% |
| 7D | -4.3% | +0.1% | -4.4% | -4.3% |
| 30D | -15.1% | -5.2% | -10.0% | -13.6% |
| 3M | -21.0% | -3.4% | -17.6% | -20.2% |
| 6M | -32.0% | -19.2% | -12.8% | -27.2% |
| YTD | -15.3% | -2.6% | -12.7% | -15.4% |
| 1Y | -11.1% | -3.8% | -7.3% | -11.2% |
| 3Y | +54.0% | -10.6% | +64.6% | +55.3% |
| 5Y | +17.1% | +12.3% | +4.8% | +5.5% |
| All | +222.0% | +128.6% | +93.4% | +141.8% |
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 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