+707.9%
P vs HSY
+122.5%
+585.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.6% | +8.9% | +6.4% |
| 7D | -9.6% | +1.3% | -10.9% | -9.7% |
| 30D | -33.4% | +6.6% | -40.0% | -33.9% |
| 3M | +14.2% | -4.1% | +18.3% | +14.5% |
| 6M | +31.6% | -5.2% | +36.8% | +31.7% |
| YTD | +53.5% | -2.5% | +56.0% | +52.1% |
| 1Y | +14.2% | +4.7% | +9.4% | +11.8% |
| 3Y | +190.5% | +0.6% | +189.9% | +179.0% |
| 5Y | +256.3% | +11.7% | +244.7% | +218.3% |
| 10Y | +707.9% | +120.0% | +587.9% | +542.4% |
| All | +707.9% | +122.5% | +585.4% | +542.4% |
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