+18.9%
RF vs HSY
+6.9%
+12.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.3% |
| 7D | -1.3% | +1.1% | -2.4% | -1.5% |
| 30D | +4.6% | +7.7% | -3.0% | +3.9% |
| 3M | -8.4% | -2.3% | -6.2% | -8.5% |
| 6M | +8.9% | -5.3% | +14.2% | +8.6% |
| YTD | +8.8% | -0.9% | +9.7% | +9.1% |
| 1Y | +18.9% | +5.2% | +13.7% | +18.4% |
| All | +18.9% | +6.9% | +12.0% | +18.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling