-42.9%
TER vs HSY
-2.4%
-40.5%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.2% | +3.1% |
| 7D | -20.5% | +7.5% | -28.0% | -11.8% |
| 30D | -47.0% | +11.1% | -58.1% | -37.9% |
| 3M | -43.3% | -1.9% | -41.3% | -43.1% |
| 6M | -42.9% | -3.0% | -39.9% | -39.9% |
| All | -42.9% | -2.4% | -40.5% | -39.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling