+1,580.3%
LLY vs HSY
+124.3%
+1,456.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.2% |
| 7D | -3.1% | -3.0% | -0.1% | -2.3% |
| 30D | -8.6% | -5.0% | -3.6% | -7.2% |
| 3M | -1.6% | -1.3% | -0.3% | -1.3% |
| 6M | +11.8% | -21.5% | +33.3% | +19.4% |
| YTD | +5.1% | -3.3% | +8.4% | +5.0% |
| 1Y | +50.7% | -5.5% | +56.2% | +51.5% |
| 3Y | +95.7% | -9.9% | +105.6% | +96.1% |
| 5Y | +390.2% | +11.3% | +378.8% | +349.1% |
| 10Y | +1,580.3% | +128.1% | +1,452.3% | +1,195.6% |
| All | +1,580.3% | +124.3% | +1,456.0% | +1,195.6% |
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