-89.0%
OPEN vs HSY
+54.1%
-143.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.6% | -4.2% | -3.7% |
| 7D | -15.0% | -2.1% | -12.9% | -14.8% |
| 30D | -40.2% | +6.1% | -46.3% | -40.5% |
| 3M | -67.4% | -5.6% | -61.8% | -67.3% |
| 6M | -74.0% | -9.5% | -64.5% | -73.9% |
| YTD | -79.6% | -2.1% | -77.5% | -79.6% |
| 1Y | -86.1% | +0.8% | -86.9% | -86.1% |
| 3Y | -41.4% | -2.1% | -39.2% | -41.8% |
| 5Y | -94.9% | +11.2% | -106.1% | -94.3% |
| All | -89.0% | +54.1% | -143.1% | -89.4% |
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 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