+566.1%
XYZ vs HSY
+127.3%
+438.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.8% | -2.3% | -3.5% |
| 7D | -2.1% | -2.3% | +0.2% | -1.5% |
| 30D | +7.0% | +6.3% | +0.7% | +5.2% |
| 3M | +5.1% | -5.2% | +10.3% | +6.6% |
| 6M | +14.1% | -8.3% | +22.4% | +16.3% |
| YTD | +26.4% | -2.7% | +29.0% | +25.4% |
| 1Y | +25.1% | +0.1% | +24.9% | +22.9% |
| 3Y | +59.7% | -1.0% | +60.8% | +53.3% |
| 5Y | -63.8% | +10.6% | -74.4% | -68.5% |
| All | +566.1% | +127.3% | +438.8% | +353.5% |
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 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