+227.0%
UPS vs HSY
+1,217.5%
-990.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.9% |
| 7D | -2.9% | -3.3% | +0.4% | -2.1% |
| 30D | -3.5% | -2.8% | -0.7% | -2.9% |
| 3M | -5.7% | -4.5% | -1.2% | -4.9% |
| 6M | -4.4% | -24.2% | +19.8% | +2.1% |
| YTD | +8.0% | -2.7% | +10.8% | +7.9% |
| 1Y | +29.0% | -3.7% | +32.8% | +29.0% |
| 3Y | -27.7% | -11.5% | -16.2% | -27.1% |
| 5Y | -34.3% | +10.3% | -44.7% | -37.9% |
| 10Y | +37.8% | +122.1% | -84.3% | +7.2% |
| All | +227.0% | +1,217.5% | -990.5% | +102.8% |
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