+580.0%
XYZ vs HSY
+122.8%
+457.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.3% | -3.2% |
| 7D | +2.9% | -1.6% | +4.4% | +3.3% |
| 30D | +1.4% | -4.2% | +5.6% | +2.6% |
| 3M | +14.6% | -0.7% | +15.3% | +14.6% |
| 6M | +20.8% | -21.8% | +42.5% | +28.9% |
| YTD | +23.1% | -2.7% | +25.7% | +22.2% |
| 1Y | +5.6% | -4.8% | +10.5% | +5.5% |
| 3Y | +50.9% | -9.4% | +60.3% | +50.3% |
| 5Y | -68.6% | +11.3% | -79.8% | -72.7% |
| 10Y | +580.0% | +125.0% | +454.9% | +366.2% |
| All | +580.0% | +122.8% | +457.1% | +366.2% |
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