-26.8%
UPS vs HSY
-9.9%
-16.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.6% | -1.1% |
| 7D | -3.7% | -3.0% | -0.7% | -3.2% |
| 30D | -3.7% | -5.0% | +1.3% | -2.9% |
| 3M | -6.6% | -1.3% | -5.2% | -6.5% |
| 6M | +2.6% | -21.5% | +24.1% | +6.9% |
| YTD | +4.8% | -3.3% | +8.1% | +4.8% |
| 1Y | +25.3% | -5.5% | +30.8% | +25.6% |
| All | -26.8% | -9.9% | -16.9% | -23.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling