+108.7%
USB vs HSY
+121.4%
-12.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | +0.1% |
| 7D | +1.4% | -3.3% | +4.7% | +2.4% |
| 30D | -1.3% | -2.8% | +1.5% | -0.6% |
| 3M | +15.2% | -4.5% | +19.7% | +16.4% |
| 6M | +18.8% | -24.2% | +43.0% | +28.1% |
| YTD | +21.0% | -2.7% | +23.7% | +20.3% |
| 1Y | +34.0% | -3.7% | +37.8% | +33.2% |
| 3Y | +95.3% | -11.5% | +106.8% | +96.6% |
| 5Y | +40.4% | +10.3% | +30.0% | +24.9% |
| All | +108.7% | +121.4% | -12.7% | +60.0% |
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