+2,053.0%
LLY vs HSY
+127.3%
+1,925.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.2% |
| 7D | +4.6% | -2.3% | +6.9% | +5.2% |
| 30D | +22.4% | +6.3% | +16.1% | +20.0% |
| 3M | +17.1% | -5.2% | +22.3% | +18.7% |
| 6M | +44.6% | -8.3% | +52.9% | +47.7% |
| YTD | +33.5% | -2.7% | +36.1% | +32.8% |
| 1Y | +41.1% | +0.1% | +41.0% | +39.2% |
| 3Y | +143.8% | -1.0% | +144.8% | +134.9% |
| 5Y | +473.4% | +10.6% | +462.7% | +423.8% |
| All | +2,053.0% | +127.3% | +1,925.7% | +1,315.9% |
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