-26.6%
U vs HSY
+42.4%
-69.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.8% | +1.0% |
| 7D | +2.8% | -2.3% | +5.2% | +2.7% |
| 30D | +7.6% | +6.3% | +1.3% | +7.9% |
| 3M | +12.7% | -5.2% | +17.9% | +12.4% |
| 6M | +87.0% | -8.3% | +95.3% | +85.9% |
| YTD | +13.6% | -2.7% | +16.3% | +13.2% |
| 1Y | +25.3% | +0.1% | +25.1% | +24.9% |
| 3Y | +85.8% | -1.0% | +86.8% | +84.9% |
| 5Y | -74.5% | +10.6% | -85.1% | -71.9% |
| All | -26.6% | +42.4% | -69.0% | -17.9% |
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 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