+261.5%
RF vs HSY
+122.5%
+139.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.6% | +4.8% | +3.1% |
| 7D | -0.1% | +1.3% | -1.4% | -0.7% |
| 30D | +7.0% | +6.6% | +0.4% | +4.5% |
| 3M | -7.0% | -4.1% | -2.9% | -6.0% |
| 6M | +6.8% | -5.2% | +12.0% | +7.8% |
| YTD | +9.9% | -2.5% | +12.5% | +8.9% |
| 1Y | +21.1% | +4.7% | +16.4% | +16.6% |
| 3Y | +119.6% | +0.6% | +119.1% | +107.5% |
| 5Y | +46.2% | +11.7% | +34.5% | +25.6% |
| 10Y | +261.5% | +120.0% | +141.5% | +171.3% |
| All | +261.5% | +122.5% | +139.0% | +171.3% |
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