+55.8%
LHX vs HSY
-8.8%
+64.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.1% | -1.0% |
| 7D | -4.8% | -0.4% | -4.4% | -4.7% |
| 30D | -12.7% | -3.4% | -9.3% | -12.3% |
| 3M | -17.6% | -0.5% | -17.1% | -17.6% |
| 6M | -30.7% | -19.1% | -11.6% | -28.9% |
| YTD | -14.3% | -2.1% | -12.3% | -14.3% |
| 1Y | -8.4% | -3.2% | -5.2% | -8.3% |
| All | +55.8% | -8.8% | +64.6% | +58.3% |
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 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