+260.9%
UMC vs HSY
+1,224.9%
-964.0%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.1% | +5.0% | +5.0% |
| 7D | +6.6% | -1.6% | +8.1% | +7.1% |
| 30D | +16.6% | -4.2% | +20.8% | +17.9% |
| 3M | +11.0% | -0.7% | +11.7% | +10.2% |
| 6M | +131.3% | -21.8% | +153.1% | +146.5% |
| YTD | +182.5% | -2.7% | +185.2% | +179.6% |
| 1Y | +222.3% | -4.8% | +227.1% | +219.9% |
| 3Y | +253.0% | -9.4% | +262.4% | +247.9% |
| 5Y | +141.8% | +11.3% | +130.6% | +117.4% |
| 10Y | +1,772.2% | +125.0% | +1,647.2% | +1,099.8% |
| All | +260.9% | +1,224.9% | -964.0% | +52.0% |
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