+227.5%
LOW vs HSY
+128.6%
+98.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.4% |
| 7D | -3.7% | +0.1% | -3.8% | -3.8% |
| 30D | -8.9% | -5.2% | -3.7% | -6.9% |
| 3M | -10.4% | -3.4% | -7.0% | -9.3% |
| 6M | -19.4% | -19.2% | -0.2% | -12.5% |
| YTD | -17.1% | -2.6% | -14.5% | -17.0% |
| 1Y | -26.3% | -3.8% | -22.5% | -26.2% |
| 3Y | -9.9% | -10.6% | +0.7% | -8.7% |
| 5Y | +6.1% | +12.3% | -6.2% | -7.4% |
| All | +227.5% | +128.6% | +98.9% | +131.8% |
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