+1,006.2%
TER vs HSY
+121.1%
+885.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | -8.9% | +3.8% | -12.7% | -9.6% |
| 30D | -39.1% | +6.9% | -45.9% | -40.0% |
| 3M | -32.8% | -4.1% | -28.7% | -32.6% |
| 6M | -31.7% | -5.0% | -26.7% | -32.1% |
| YTD | +26.9% | -2.3% | +29.2% | +25.0% |
| 1Y | +33.6% | +6.1% | +27.5% | +28.3% |
| 3Y | +181.5% | -0.7% | +182.2% | +169.2% |
| 5Y | +76.1% | +9.9% | +66.2% | +58.3% |
| 10Y | +1,006.2% | +127.8% | +878.4% | +743.2% |
| All | +1,006.2% | +121.1% | +885.1% | +743.2% |
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