+96.5%
UAL vs HSY
+131.3%
-34.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.4% | -3.2% | -2.3% |
| 7D | +2.3% | +1.1% | +1.1% | +1.8% |
| 30D | +13.3% | +7.7% | +5.7% | +10.3% |
| 3M | -6.3% | -2.3% | -4.0% | -5.9% |
| 6M | +22.5% | -5.3% | +27.8% | +23.9% |
| YTD | +5.9% | -0.9% | +6.7% | +4.7% |
| 1Y | +24.7% | +5.2% | +19.4% | +20.5% |
| 3Y | +211.6% | +0.7% | +210.8% | +195.4% |
| 5Y | +130.6% | +12.2% | +118.4% | +99.4% |
| 10Y | +96.5% | +131.1% | -34.6% | +28.3% |
| All | +96.5% | +131.3% | -34.8% | +28.3% |
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