+21.2%
UL vs HSY
-9.9%
+31.1%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.0% | -1.5% |
| 7D | -3.2% | -3.0% | -0.3% | -2.5% |
| 30D | -0.6% | -5.0% | +4.4% | +0.6% |
| 3M | +9.4% | -1.3% | +10.7% | +9.8% |
| 6M | -4.1% | -21.5% | +17.4% | +0.7% |
| YTD | -2.0% | -3.3% | +1.3% | -1.1% |
| 1Y | -9.0% | -5.5% | -3.5% | -7.9% |
| All | +21.2% | -9.9% | +31.1% | +23.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling