+28.1%
BA vs HSY
+122.5%
-94.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.6% | +2.0% | +0.3% |
| 7D | -1.7% | +1.3% | -3.0% | -2.2% |
| 30D | -9.5% | +6.6% | -16.0% | -11.6% |
| 3M | -26.5% | -4.1% | -22.3% | -25.6% |
| 6M | -27.4% | -5.2% | -22.1% | -26.5% |
| YTD | -20.6% | -2.5% | -18.1% | -20.9% |
| 1Y | -11.4% | +4.7% | -16.2% | -14.2% |
| 3Y | -10.8% | +0.6% | -11.4% | -15.9% |
| 5Y | -21.9% | +11.7% | -33.6% | -33.7% |
| 10Y | +28.1% | +120.0% | -91.8% | -9.8% |
| All | +28.1% | +122.5% | -94.4% | -9.8% |
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 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