+203.4%
W vs HSY
+149.8%
+53.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +1.2% |
| 7D | -7.4% | +1.1% | -8.5% | -7.8% |
| 30D | +7.8% | +7.7% | +0.1% | +4.9% |
| 3M | +10.9% | -2.3% | +13.2% | +11.4% |
| 6M | +86.4% | -5.3% | +91.7% | +88.7% |
| YTD | +14.0% | -0.9% | +14.9% | +12.8% |
| 1Y | +3.5% | +5.2% | -1.7% | +0.4% |
| 3Y | +164.8% | +0.7% | +164.0% | +153.0% |
| 5Y | -53.1% | +12.2% | -65.3% | -58.5% |
| 10Y | +220.4% | +131.1% | +89.3% | +131.0% |
| All | +203.4% | +149.8% | +53.6% | +66.5% |
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