+91.7%
USB vs HSY
+125.6%
-33.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | 0.0% | +7.5% | -7.5% | -2.1% |
| 30D | +5.8% | +11.1% | -5.2% | +2.6% |
| 3M | -6.0% | -1.9% | -4.0% | -5.6% |
| 6M | +7.8% | -3.0% | +10.7% | +8.0% |
| YTD | +14.6% | 0.0% | +14.6% | +12.8% |
| 1Y | +31.8% | +9.4% | +22.3% | +25.9% |
| 3Y | +91.5% | +3.8% | +87.8% | +81.2% |
| 5Y | +22.0% | +15.2% | +6.9% | +6.6% |
| All | +91.7% | +125.6% | -33.9% | +44.2% |
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