-38.4%
U vs HSY
+43.3%
-81.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.4% | -1.0% |
| 7D | 0.0% | -0.4% | +0.4% | 0.0% |
| 30D | -4.1% | -3.4% | -0.7% | -4.2% |
| 3M | +57.8% | -0.5% | +58.3% | +57.9% |
| 6M | +103.5% | -19.1% | +122.7% | +101.1% |
| YTD | -4.8% | -2.1% | -2.7% | -5.1% |
| 1Y | -2.4% | -3.2% | +0.8% | -2.8% |
| 3Y | +11.7% | -8.8% | +20.5% | +9.8% |
| 5Y | -68.9% | +13.0% | -81.8% | -65.6% |
| All | -38.4% | +43.3% | -81.7% | -31.2% |
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