+361.0%
ORLY vs HSY
+128.6%
+232.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +0.9% | +0.6% |
| 7D | -2.4% | +0.1% | -2.5% | -2.4% |
| 30D | -6.8% | -5.2% | -1.6% | -4.9% |
| 3M | -4.8% | -3.4% | -1.3% | -3.6% |
| 6M | -9.1% | -19.2% | +10.1% | -2.1% |
| YTD | -5.9% | -2.6% | -3.3% | -6.4% |
| 1Y | -20.4% | -3.8% | -16.6% | -20.7% |
| 3Y | +36.6% | -10.6% | +47.2% | +37.4% |
| 5Y | +117.3% | +12.3% | +105.0% | +91.1% |
| All | +361.0% | +128.6% | +232.4% | +191.5% |
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