+6.4%
OXY vs HSY
+128.6%
-122.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.7% |
| 7D | +2.8% | +0.1% | +2.7% | +2.8% |
| 30D | +5.5% | -5.2% | +10.6% | +6.9% |
| 3M | +11.3% | -3.4% | +14.7% | +12.0% |
| 6M | +11.6% | -19.2% | +30.8% | +17.9% |
| YTD | +51.6% | -2.6% | +54.2% | +50.4% |
| 1Y | +36.2% | -3.8% | +40.0% | +35.3% |
| 3Y | +1.7% | -10.6% | +12.3% | +1.8% |
| 5Y | +164.5% | +12.3% | +152.2% | +135.6% |
| All | +6.4% | +128.6% | -122.2% | -17.2% |
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