+30.3%
O vs HSY
-9.5%
+39.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.4% | -0.4% |
| 7D | -0.6% | -1.6% | +1.0% | -0.2% |
| 30D | -2.0% | -4.2% | +2.3% | -1.0% |
| 3M | +3.0% | -0.7% | +3.7% | +3.1% |
| 6M | -3.6% | -21.8% | +18.1% | +1.4% |
| YTD | +12.1% | -2.7% | +14.7% | +11.9% |
| 1Y | +8.9% | -4.8% | +13.7% | +9.2% |
| 3Y | +30.3% | -9.4% | +39.7% | +28.4% |
| All | +30.3% | -9.5% | +39.8% | +28.4% |
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