+1,842.6%
UMC vs HSY
+128.6%
+1,714.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +2.9% | +2.4% |
| 7D | +9.0% | +0.1% | +8.9% | +9.0% |
| 30D | +17.2% | -5.2% | +22.4% | +17.7% |
| 3M | +11.4% | -3.4% | +14.8% | +11.5% |
| 6M | +137.5% | -19.2% | +156.7% | +142.3% |
| YTD | +193.1% | -2.6% | +195.7% | +192.2% |
| 1Y | +240.3% | -3.8% | +244.1% | +239.3% |
| 3Y | +262.2% | -10.6% | +272.8% | +262.6% |
| 5Y | +143.1% | +12.3% | +130.8% | +133.9% |
| All | +1,842.6% | +128.6% | +1,714.0% | +1,685.2% |
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