+47.1%
RF vs HSY
+11.9%
+35.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.4% |
| 7D | -1.3% | +1.1% | -2.4% | -1.5% |
| 30D | +4.6% | +7.7% | -3.0% | +3.6% |
| 3M | -8.4% | -2.3% | -6.2% | -8.3% |
| 6M | +8.9% | -5.3% | +14.2% | +9.2% |
| YTD | +8.8% | -0.9% | +9.7% | +8.2% |
| 1Y | +18.9% | +5.2% | +13.7% | +17.2% |
| 3Y | +116.0% | +0.7% | +115.2% | +111.7% |
| All | +47.1% | +11.9% | +35.2% | +27.7% |
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 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