+15.8%
BABA vs HSY
+122.5%
-106.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.6% | -1.1% | -3.4% |
| 7D | +3.8% | +1.3% | +2.5% | +3.7% |
| 30D | -5.4% | +6.6% | -12.0% | -6.1% |
| 3M | -17.9% | -4.1% | -13.8% | -17.5% |
| 6M | -24.1% | -5.2% | -18.8% | -23.7% |
| YTD | -27.4% | -2.5% | -24.9% | -27.4% |
| 1Y | -36.1% | +4.7% | -40.8% | -36.7% |
| 3Y | +35.4% | +0.6% | +34.8% | +33.9% |
| 5Y | -30.1% | +11.7% | -41.8% | -33.1% |
| 10Y | +15.8% | +120.0% | -104.1% | -1.1% |
| All | +15.8% | +122.5% | -106.7% | -1.1% |
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