-70.4%
LYFT vs HSY
+12.0%
-82.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.6% | +1.9% |
| 7D | -8.4% | +0.1% | -8.5% | -8.4% |
| 30D | -7.6% | -5.2% | -2.4% | -8.1% |
| 3M | +11.7% | -3.4% | +15.1% | +11.3% |
| 6M | +15.1% | -19.2% | +34.3% | +12.1% |
| YTD | -20.9% | -2.6% | -18.3% | -20.7% |
| 1Y | -16.4% | -3.8% | -12.6% | -16.1% |
| 3Y | +35.2% | -10.6% | +45.8% | +31.0% |
| All | -70.4% | +12.0% | -82.4% | -69.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling