+28.2%
BABA vs HSY
+144.9%
-116.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.4% |
| 7D | -4.8% | -3.3% | -1.5% | -4.3% |
| 30D | -11.9% | -2.8% | -9.1% | -11.5% |
| 3M | -9.3% | -4.5% | -4.8% | -8.8% |
| 6M | -14.2% | -24.2% | +10.0% | -10.9% |
| YTD | -22.0% | -2.7% | -19.3% | -22.0% |
| 1Y | -12.7% | -3.7% | -9.0% | -12.6% |
| 3Y | +26.7% | -11.5% | +38.1% | +27.1% |
| 5Y | -29.3% | +10.3% | -39.7% | -32.5% |
| 10Y | +21.2% | +122.1% | -100.9% | -1.1% |
| All | +28.2% | +144.9% | -116.7% | -1.2% |
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 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