+550.0%
LNG vs HSY
+128.6%
+421.4%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.3% |
| 7D | -4.7% | +0.1% | -4.8% | -4.7% |
| 30D | +3.8% | -5.2% | +9.0% | +4.6% |
| 3M | +16.2% | -3.4% | +19.6% | +16.6% |
| 6M | +11.7% | -19.2% | +30.9% | +15.1% |
| YTD | +44.2% | -2.6% | +46.8% | +43.8% |
| 1Y | +18.6% | -3.8% | +22.3% | +18.3% |
| 3Y | +77.4% | -10.6% | +88.0% | +78.5% |
| 5Y | +232.3% | +12.3% | +220.0% | +209.7% |
| All | +550.0% | +128.6% | +421.4% | +464.8% |
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 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