+639.9%
LYB vs HSY
+448.6%
+191.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.6% | -0.8% |
| 7D | -0.7% | -0.4% | -0.3% | -0.6% |
| 30D | +1.5% | -3.4% | +5.0% | +2.8% |
| 3M | -0.3% | -0.5% | +0.2% | -0.6% |
| 6M | +0.1% | -19.1% | +19.2% | +7.2% |
| YTD | +53.4% | -2.1% | +55.5% | +51.2% |
| 1Y | +25.6% | -3.2% | +28.9% | +24.0% |
| 3Y | -21.3% | -8.8% | -12.5% | -22.2% |
| 5Y | -2.4% | +13.0% | -15.4% | -15.3% |
| 10Y | +48.8% | +130.9% | -82.1% | -7.8% |
| All | +639.9% | +448.6% | +191.2% | +138.8% |
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 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