+50.9%
LVS vs HSY
+418.1%
-367.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -0.9% | -0.9% |
| 7D | +0.3% | -1.6% | +1.9% | +1.0% |
| 30D | -3.9% | -4.2% | +0.3% | -2.1% |
| 3M | -12.9% | -0.7% | -12.1% | -12.9% |
| 6M | -16.9% | -21.8% | +4.8% | -8.3% |
| YTD | -31.2% | -2.7% | -28.6% | -31.7% |
| 1Y | -16.4% | -4.8% | -11.6% | -16.7% |
| 3Y | -4.4% | -9.4% | +4.9% | -4.9% |
| 5Y | +6.7% | +11.3% | -4.6% | -7.7% |
| 10Y | +1.4% | +125.0% | -123.6% | -45.3% |
| All | +50.9% | +418.1% | -367.2% | -62.9% |
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