-68.9%
XYZ vs HSY
+10.4%
-79.2%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.7% |
| 7D | -1.0% | -3.3% | +2.3% | -0.8% |
| 30D | -1.7% | -2.8% | +1.1% | -1.6% |
| 3M | +16.7% | -4.5% | +21.2% | +16.9% |
| 6M | +26.9% | -24.2% | +51.1% | +27.9% |
| YTD | +27.1% | -2.7% | +29.9% | +27.1% |
| 1Y | +9.3% | -3.7% | +13.0% | +9.4% |
| 3Y | +42.3% | -11.5% | +53.7% | +42.1% |
| All | -68.9% | +10.4% | -79.2% | -68.5% |
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 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