+485.4%
P vs HSY
+137.0%
+348.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.5% | +1.5% |
| 7D | +6.5% | -3.3% | +9.8% | +6.9% |
| 30D | +18.8% | -2.8% | +21.7% | +19.2% |
| 3M | +26.7% | -4.5% | +31.2% | +27.0% |
| 6M | +62.2% | -24.2% | +86.4% | +67.8% |
| YTD | +48.5% | -2.7% | +51.2% | +47.4% |
| 1Y | +26.4% | -3.7% | +30.1% | +25.6% |
| 3Y | +159.4% | -11.5% | +170.9% | +159.7% |
| 5Y | +275.8% | +10.3% | +265.5% | +243.1% |
| 10Y | +732.0% | +122.1% | +609.9% | +550.8% |
| All | +485.4% | +137.0% | +348.4% | +333.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling