+63.3%
UL vs HSY
+130.0%
-66.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.2% | -2.6% | -1.8% |
| 7D | -4.1% | -0.4% | -3.7% | -3.9% |
| 30D | -1.2% | -3.4% | +2.3% | 0.0% |
| 3M | +6.0% | -0.5% | +6.5% | +6.0% |
| 6M | -5.5% | -19.1% | +13.7% | +1.7% |
| YTD | -3.3% | -2.1% | -1.3% | -3.3% |
| 1Y | -9.8% | -3.2% | -6.6% | -9.7% |
| 3Y | +20.1% | -8.8% | +28.9% | +20.9% |
| 5Y | +19.2% | +13.0% | +6.2% | +6.9% |
| All | +63.3% | +130.0% | -66.6% | +19.1% |
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