+251.6%
ORCL vs HSY
+122.5%
+129.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.6% | +5.8% | +3.5% |
| 7D | +0.5% | +1.3% | -0.8% | +0.2% |
| 30D | -15.3% | +6.6% | -21.9% | -16.3% |
| 3M | -18.2% | -4.1% | -14.1% | -17.9% |
| 6M | -38.4% | -5.2% | -33.2% | -38.4% |
| YTD | -37.7% | -2.5% | -35.2% | -38.9% |
| 1Y | -49.3% | +4.7% | -54.0% | -51.4% |
| 3Y | +10.6% | +0.6% | +10.1% | +4.1% |
| 5Y | +35.5% | +11.7% | +23.8% | +20.4% |
| 10Y | +251.6% | +120.0% | +131.6% | +153.2% |
| All | +251.6% | +122.5% | +129.1% | +153.2% |
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