+29.1%
ABNB vs HSY
+31.7%
-2.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.6% | +2.6% | +3.1% |
| 7D | -1.7% | -2.1% | +0.4% | -1.6% |
| 30D | +11.8% | +6.1% | +5.7% | +11.6% |
| 3M | +0.9% | -5.6% | +6.5% | +0.9% |
| 6M | +40.5% | -9.5% | +50.0% | +40.3% |
| YTD | +37.6% | -2.1% | +39.7% | +37.2% |
| 1Y | +54.1% | +0.8% | +53.3% | +53.6% |
| 3Y | +56.8% | -2.1% | +58.9% | +56.0% |
| 5Y | -9.6% | +11.2% | -20.8% | +5.0% |
| All | +29.1% | +31.7% | -2.7% | +75.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling