+232.4%
RF vs HSY
+128.0%
+104.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.9% |
| 7D | +0.3% | +3.8% | -3.5% | -1.0% |
| 30D | +6.2% | +6.9% | -0.7% | +3.5% |
| 3M | -7.8% | -4.1% | -3.8% | -6.8% |
| 6M | +5.9% | -5.0% | +10.9% | +6.9% |
| YTD | +9.0% | -2.3% | +11.3% | +8.0% |
| 1Y | +19.3% | +6.1% | +13.2% | +14.2% |
| 3Y | +116.4% | -0.7% | +117.1% | +105.7% |
| 5Y | +46.0% | +9.9% | +36.2% | +26.4% |
| All | +232.4% | +128.0% | +104.4% | +127.1% |
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