+7,517.2%
LHX vs HSY
+4,377.7%
+3,139.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.9% |
| 7D | -3.7% | -3.0% | -0.8% | -3.0% |
| 30D | -13.2% | -5.0% | -8.1% | -12.1% |
| 3M | -18.4% | -1.3% | -17.0% | -18.2% |
| 6M | -32.0% | -21.5% | -10.5% | -27.9% |
| YTD | -13.6% | -3.3% | -10.4% | -13.4% |
| 1Y | -6.0% | -5.5% | -0.5% | -5.4% |
| 3Y | +57.9% | -9.9% | +67.9% | +58.4% |
| 5Y | +19.2% | +11.3% | +7.9% | +13.0% |
| 10Y | +232.3% | +128.1% | +104.2% | +164.8% |
| All | +7,517.2% | +4,377.7% | +3,139.5% | +3,058.7% |
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