+92.5%
USB vs HSY
+3.1%
+89.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.7% | -3.8% | -2.2% |
| 7D | -1.5% | +10.7% | -12.2% | -2.4% |
| 30D | +4.3% | +10.3% | -6.0% | +3.4% |
| 3M | -6.1% | -0.4% | -5.7% | -6.1% |
| 6M | +9.4% | -2.5% | +11.9% | +9.3% |
| YTD | +15.2% | -0.3% | +15.5% | +14.4% |
| 1Y | +32.8% | +7.6% | +25.2% | +30.7% |
| All | +92.5% | +3.1% | +89.4% | +85.5% |
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 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