+228.4%
UNH vs HSY
+128.6%
+99.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -2.1% |
| 7D | -4.5% | +0.1% | -4.6% | -4.6% |
| 30D | -6.5% | -5.2% | -1.4% | -4.7% |
| 3M | -6.0% | -3.4% | -2.6% | -5.2% |
| 6M | +33.7% | -19.2% | +52.9% | +43.9% |
| YTD | +16.4% | -2.6% | +19.0% | +15.0% |
| 1Y | +10.1% | -3.8% | +13.9% | +8.9% |
| 3Y | -16.3% | -10.6% | -5.7% | -16.1% |
| 5Y | +2.1% | +12.3% | -10.2% | -11.0% |
| All | +228.4% | +128.6% | +99.8% | +134.6% |
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