+533.2%
XYZ vs HSY
+164.5%
+368.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.5% |
| 7D | -1.0% | -3.3% | +2.3% | -0.2% |
| 30D | -1.7% | -2.8% | +1.1% | -1.1% |
| 3M | +16.7% | -4.5% | +21.2% | +17.8% |
| 6M | +26.9% | -24.2% | +51.1% | +35.2% |
| YTD | +27.1% | -2.7% | +29.9% | +26.5% |
| 1Y | +9.3% | -3.7% | +13.0% | +8.8% |
| 3Y | +42.3% | -11.5% | +53.7% | +43.0% |
| 5Y | -69.3% | +10.3% | -79.7% | -72.3% |
| 10Y | +586.8% | +122.1% | +464.7% | +433.8% |
| All | +533.2% | +164.5% | +368.7% | +395.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling