+99.1%
UAL vs HSY
+122.8%
-23.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.1% | -2.9% | -2.8% |
| 7D | +3.5% | -1.6% | +5.0% | +4.0% |
| 30D | -16.5% | -4.2% | -12.2% | -15.3% |
| 3M | +2.8% | -0.7% | +3.5% | +2.7% |
| 6M | +17.6% | -21.8% | +39.3% | +27.1% |
| YTD | -3.2% | -2.7% | -0.5% | -3.5% |
| 1Y | +0.4% | -4.8% | +5.3% | +0.6% |
| 3Y | +128.2% | -9.4% | +137.5% | +127.6% |
| 5Y | +137.7% | +11.3% | +126.5% | +106.4% |
| 10Y | +99.1% | +125.0% | -25.9% | +43.0% |
| All | +99.1% | +122.8% | -23.7% | +43.0% |
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