+629.3%
ON vs HSY
+128.6%
+500.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.6% | +9.1% | +8.7% |
| 7D | +2.4% | +0.1% | +2.3% | +2.3% |
| 30D | -8.6% | -5.2% | -3.4% | -7.4% |
| 3M | -34.3% | -3.4% | -30.9% | -34.4% |
| 6M | +28.5% | -19.2% | +47.7% | +36.0% |
| YTD | +40.6% | -2.6% | +43.2% | +38.4% |
| 1Y | +55.3% | -3.8% | +59.1% | +53.0% |
| 3Y | -22.2% | -10.6% | -11.6% | -22.8% |
| 5Y | +62.4% | +12.3% | +50.1% | +37.2% |
| All | +629.3% | +128.6% | +500.7% | +405.1% |
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