+361.6%
LRCX vs HSY
-9.3%
+370.9%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | 0.0% |
| 7D | -3.1% | +0.1% | -3.2% | -3.0% |
| 30D | -8.6% | -5.2% | -3.4% | -9.3% |
| 3M | -17.7% | -3.4% | -14.3% | -17.6% |
| 6M | +36.4% | -19.2% | +55.5% | +35.6% |
| YTD | +74.5% | -2.6% | +77.2% | +75.8% |
| 1Y | +159.4% | -3.8% | +163.2% | +161.6% |
| 3Y | +361.6% | -10.6% | +372.2% | +368.7% |
| All | +361.6% | -9.3% | +370.9% | +368.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling