+90.1%
RF vs HSY
+10.4%
+79.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.1% |
| 7D | +1.3% | -3.3% | +4.6% | +1.7% |
| 30D | -3.6% | -2.8% | -0.8% | -3.3% |
| 3M | +8.1% | -4.5% | +12.6% | +8.5% |
| 6M | +11.5% | -24.2% | +35.7% | +15.4% |
| YTD | +15.6% | -2.7% | +18.3% | +15.3% |
| 1Y | +15.7% | -3.7% | +19.4% | +15.5% |
| 3Y | +86.9% | -11.5% | +98.4% | +88.4% |
| All | +90.1% | +10.4% | +79.7% | +77.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling