+1,493.1%
LITE vs HSY
+128.6%
+1,364.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.6% | -5.1% | -4.5% |
| 7D | +10.8% | -2.1% | +12.9% | +10.9% |
| 30D | -33.4% | +6.1% | -39.5% | -34.0% |
| 3M | -32.2% | -5.6% | -26.6% | -31.9% |
| 6M | -42.1% | -9.5% | -32.6% | -41.6% |
| YTD | +61.9% | -2.1% | +64.0% | +61.3% |
| 1Y | +163.0% | +0.8% | +162.2% | +161.0% |
| 3Y | +1,358.0% | -2.1% | +1,360.2% | +1,319.3% |
| 5Y | +549.9% | +11.2% | +538.7% | +493.3% |
| All | +1,493.1% | +128.6% | +1,364.5% | +1,153.6% |
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