+201.6%
ABBV vs HSY
+11.0%
+190.6%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.1% |
| 7D | +1.3% | -2.1% | +3.4% | +1.7% |
| 30D | +4.7% | +6.1% | -1.4% | +3.2% |
| 3M | +18.3% | -5.6% | +24.0% | +19.7% |
| 6M | +43.4% | -9.5% | +52.9% | +46.1% |
| YTD | +33.0% | -2.1% | +35.1% | +32.6% |
| 1Y | +30.8% | +0.8% | +30.0% | +29.5% |
| 3Y | +135.1% | -2.1% | +137.3% | +131.4% |
| All | +201.6% | +11.0% | +190.6% | +159.2% |
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