+17,561.1%
LLY vs HSY
+4,402.6%
+13,158.5%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.5% |
| 7D | -2.1% | -3.3% | +1.1% | -1.1% |
| 30D | -1.6% | -2.8% | +1.2% | -0.7% |
| 3M | +2.3% | -4.5% | +6.8% | +3.6% |
| 6M | +14.9% | -24.2% | +39.1% | +24.9% |
| YTD | +7.5% | -2.7% | +10.2% | +7.3% |
| 1Y | +55.7% | -3.7% | +59.4% | +55.7% |
| 3Y | +110.6% | -11.5% | +122.1% | +111.5% |
| 5Y | +363.4% | +10.3% | +353.1% | +329.8% |
| 10Y | +1,649.0% | +122.1% | +1,526.9% | +1,161.3% |
| All | +17,561.1% | +4,402.6% | +13,158.5% | +4,299.8% |
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