+715.0%
P vs HSY
+122.8%
+592.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.6% | +1.6% |
| 7D | +7.8% | -1.6% | +9.4% | +8.0% |
| 30D | +12.3% | -4.2% | +16.5% | +12.8% |
| 3M | +37.1% | -0.7% | +37.8% | +36.7% |
| 6M | +66.1% | -21.8% | +87.9% | +71.1% |
| YTD | +50.9% | -2.7% | +53.6% | +49.7% |
| 1Y | +27.2% | -4.8% | +32.0% | +26.6% |
| 3Y | +158.7% | -9.4% | +168.0% | +157.4% |
| 5Y | +291.1% | +11.3% | +279.8% | +250.7% |
| 10Y | +715.0% | +125.0% | +590.0% | +530.1% |
| All | +715.0% | +122.8% | +592.1% | +530.1% |
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