+2,721.6%
UL vs HSY
+4,487.9%
-1,766.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.5% | -1.5% |
| 7D | -1.7% | +1.1% | -2.8% | -2.1% |
| 30D | +4.5% | +7.7% | -3.2% | +2.0% |
| 3M | +5.5% | -2.3% | +7.8% | +6.2% |
| 6M | +17.0% | -5.3% | +22.3% | +18.7% |
| YTD | +3.2% | -0.9% | +4.1% | +2.8% |
| 1Y | -1.9% | +5.2% | -7.1% | -4.2% |
| 3Y | +33.6% | +0.7% | +32.8% | +29.5% |
| 5Y | +31.5% | +12.2% | +19.3% | +22.1% |
| 10Y | +103.9% | +131.1% | -27.2% | +48.4% |
| All | +2,721.6% | +4,487.9% | -1,766.3% | +861.4% |
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