+100.2%
UAL vs HSY
+122.5%
-22.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -2.6% | +9.4% | +7.6% |
| 7D | +10.2% | +1.3% | +8.9% | +9.7% |
| 30D | +12.0% | +6.6% | +5.4% | +9.4% |
| 3M | -7.1% | -4.1% | -3.0% | -6.1% |
| 6M | +20.9% | -5.2% | +26.1% | +22.2% |
| YTD | +7.7% | -2.5% | +10.2% | +7.0% |
| 1Y | +23.6% | +4.7% | +18.8% | +19.6% |
| 3Y | +222.6% | +0.6% | +222.0% | +205.4% |
| 5Y | +127.9% | +11.7% | +116.3% | +96.9% |
| 10Y | +100.2% | +120.0% | -19.8% | +38.5% |
| All | +100.2% | +122.5% | -22.3% | +38.5% |
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