+1,821.9%
BA vs HSY
+4,402.6%
-2,580.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.2% |
| 7D | +1.2% | -3.3% | +4.5% | +2.3% |
| 30D | -11.6% | -2.8% | -8.8% | -10.9% |
| 3M | -2.4% | -4.5% | +2.1% | -1.3% |
| 6M | -6.6% | -24.2% | +17.6% | +2.0% |
| YTD | -2.2% | -2.7% | +0.5% | -2.3% |
| 1Y | -8.0% | -3.7% | -4.3% | -8.0% |
| 3Y | -5.0% | -11.5% | +6.5% | -5.0% |
| 5Y | -2.7% | +10.3% | -13.1% | -11.7% |
| 10Y | +75.9% | +122.1% | -46.2% | +24.8% |
| All | +1,821.9% | +4,402.6% | -2,580.7% | +339.1% |
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 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