+252.9%
UPS vs HSY
+1,218.5%
-965.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | -0.1% | -1.4% |
| 7D | -0.6% | -2.3% | +1.7% | 0.0% |
| 30D | +16.4% | +6.3% | +10.2% | +14.5% |
| 3M | +7.9% | -5.2% | +13.1% | +9.2% |
| 6M | +15.8% | -8.3% | +24.1% | +17.7% |
| YTD | +16.6% | -2.7% | +19.2% | +16.3% |
| 1Y | +22.3% | +0.1% | +22.2% | +21.0% |
| 3Y | -6.2% | -1.0% | -5.2% | -8.3% |
| 5Y | -34.4% | +10.6% | -45.0% | -38.1% |
| 10Y | +41.7% | +127.0% | -85.3% | +9.6% |
| All | +252.9% | +1,218.5% | -965.7% | +118.5% |
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