-63.9%
XYZ vs HSY
+14.9%
-78.7%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.7% |
| 7D | +12.1% | +7.5% | +4.6% | +11.7% |
| 30D | +12.4% | +11.1% | +1.3% | +11.8% |
| 3M | +8.2% | -1.9% | +10.1% | +8.1% |
| 6M | +20.7% | -3.0% | +23.7% | +20.4% |
| YTD | +31.3% | 0.0% | +31.3% | +31.0% |
| 1Y | +20.5% | +9.4% | +11.1% | +19.6% |
| 3Y | +72.6% | +3.8% | +68.9% | +70.9% |
| All | -63.9% | +14.9% | -78.7% | -59.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling