+163.6%
W vs HSY
+145.1%
+18.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.1% | +3.6% | +2.9% |
| 7D | -4.2% | -3.3% | -0.9% | -3.1% |
| 30D | -7.6% | -2.8% | -4.7% | -6.7% |
| 3M | +37.2% | -4.5% | +41.7% | +39.2% |
| 6M | +26.3% | -24.2% | +50.5% | +38.1% |
| YTD | -1.0% | -2.7% | +1.8% | -1.0% |
| 1Y | +20.1% | -3.7% | +23.8% | +20.1% |
| 3Y | +37.8% | -11.5% | +49.3% | +39.3% |
| 5Y | -63.7% | +10.3% | -74.0% | -67.6% |
| 10Y | +156.3% | +122.1% | +34.2% | +87.2% |
| All | +163.6% | +145.1% | +18.5% | +46.1% |
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