-36.9%
BAX vs HSY
+124.3%
-161.2%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.7% |
| 7D | -5.1% | -3.0% | -2.1% | -4.0% |
| 30D | -12.2% | -5.0% | -7.1% | -10.5% |
| 3M | +21.8% | -1.3% | +23.1% | +22.3% |
| 6M | +36.3% | -21.5% | +57.8% | +48.5% |
| YTD | +27.8% | -3.3% | +31.1% | +28.2% |
| 1Y | -0.1% | -5.5% | +5.4% | +1.1% |
| 3Y | -33.3% | -9.9% | -23.4% | -32.3% |
| 5Y | -67.1% | +11.3% | -78.4% | -69.3% |
| 10Y | -36.9% | +128.1% | -165.0% | -50.7% |
| All | -36.9% | +124.3% | -161.2% | -50.7% |
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