+31.5%
UL vs HSY
+11.5%
+20.0%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.5% | -1.4% |
| 7D | -1.7% | +1.1% | -2.8% | -2.0% |
| 30D | +4.5% | +7.7% | -3.2% | +2.4% |
| 3M | +5.5% | -2.3% | +7.8% | +6.0% |
| 6M | +17.0% | -5.3% | +22.3% | +18.3% |
| YTD | +3.2% | -0.9% | +4.1% | +3.1% |
| 1Y | -1.9% | +5.2% | -7.1% | -3.4% |
| 3Y | +33.6% | +0.7% | +32.8% | +30.8% |
| 5Y | +31.5% | +12.2% | +19.3% | +19.1% |
| All | +31.5% | +11.5% | +20.0% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling