+554.0%
XYZ vs HSY
+172.1%
+382.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.6% |
| 7D | +12.1% | +7.5% | +4.6% | +10.2% |
| 30D | +12.4% | +11.1% | +1.3% | +9.5% |
| 3M | +8.2% | -1.9% | +10.1% | +8.6% |
| 6M | +20.7% | -3.0% | +23.7% | +21.1% |
| YTD | +31.3% | 0.0% | +31.3% | +29.7% |
| 1Y | +20.5% | +9.4% | +11.1% | +16.0% |
| 3Y | +72.6% | +3.8% | +68.9% | +64.8% |
| 5Y | -64.0% | +15.2% | -79.2% | -68.0% |
| 10Y | +601.8% | +126.9% | +475.0% | +441.6% |
| All | +554.0% | +172.1% | +382.0% | +408.4% |
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