+46.3%
LYB vs HSY
+128.6%
-82.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.4% | -0.8% |
| 7D | +0.3% | +0.1% | +0.2% | +0.2% |
| 30D | +2.5% | -5.2% | +7.6% | +4.2% |
| 3M | +1.4% | -3.4% | +4.8% | +2.1% |
| 6M | -3.5% | -19.2% | +15.7% | +2.7% |
| YTD | +52.0% | -2.6% | +54.6% | +50.1% |
| 1Y | +22.1% | -3.8% | +25.8% | +20.7% |
| 3Y | -22.8% | -10.6% | -12.1% | -22.8% |
| 5Y | -3.4% | +12.3% | -15.7% | -16.4% |
| All | +46.3% | +128.6% | -82.3% | +11.0% |
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