+36.0%
UPS vs HSY
+130.0%
-94.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.5% | +0.4% |
| 7D | -3.4% | -0.4% | -3.0% | -3.3% |
| 30D | -2.7% | -3.4% | +0.7% | -1.9% |
| 3M | -1.6% | -0.5% | -1.1% | -1.8% |
| 6M | +2.3% | -19.1% | +21.5% | +7.6% |
| YTD | +5.6% | -2.1% | +7.6% | +5.2% |
| 1Y | +27.1% | -3.2% | +30.3% | +26.8% |
| 3Y | -26.3% | -8.8% | -17.5% | -26.2% |
| 5Y | -34.5% | +13.0% | -47.4% | -39.0% |
| All | +36.0% | +130.0% | -94.0% | +11.0% |
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 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