+255.6%
UAL vs HSY
+476.4%
-220.8%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.7% | +1.8% |
| 7D | +8.2% | +7.5% | +0.6% | +4.0% |
| 30D | +2.3% | +11.1% | -8.7% | -3.7% |
| 3M | -12.7% | -1.9% | -10.8% | -12.2% |
| 6M | +12.7% | -3.0% | +15.7% | +13.1% |
| YTD | +0.8% | 0.0% | +0.8% | -1.8% |
| 1Y | +17.8% | +9.4% | +8.4% | +8.8% |
| 3Y | +206.7% | +3.8% | +202.9% | +174.1% |
| 5Y | +113.9% | +15.2% | +98.7% | +71.2% |
| 10Y | +97.0% | +126.9% | -29.9% | -6.3% |
| All | +255.6% | +476.4% | -220.8% | -48.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling