+47.7%
XYZ vs HSY
-10.5%
+58.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.7% |
| 7D | -1.0% | -3.3% | +2.3% | -0.9% |
| 30D | -1.7% | -2.8% | +1.1% | -1.6% |
| 3M | +16.7% | -4.5% | +21.2% | +16.8% |
| 6M | +26.9% | -24.2% | +51.1% | +27.6% |
| YTD | +27.1% | -2.7% | +29.9% | +27.2% |
| 1Y | +9.3% | -3.7% | +13.0% | +9.5% |
| All | +47.7% | -10.5% | +58.2% | +45.5% |
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