+73.0%
LMT vs HSY
+12.0%
+61.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -1.0% |
| 7D | -0.2% | +0.1% | -0.3% | -0.2% |
| 30D | -13.1% | -5.2% | -7.9% | -12.1% |
| 3M | -3.9% | -3.4% | -0.5% | -3.4% |
| 6M | -18.3% | -19.2% | +0.9% | -14.8% |
| YTD | +10.3% | -2.6% | +13.0% | +10.0% |
| 1Y | +14.2% | -3.8% | +18.0% | +14.0% |
| 3Y | +35.0% | -10.6% | +45.6% | +37.1% |
| All | +73.0% | +12.0% | +61.1% | +68.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling