-35.6%
BAX vs HSY
+121.1%
-156.7%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.2% | -0.1% |
| 7D | +3.6% | +3.8% | -0.2% | +2.1% |
| 30D | +8.5% | +6.9% | +1.6% | +5.7% |
| 3M | -4.9% | -4.1% | -0.8% | -3.5% |
| 6M | +47.0% | -5.0% | +52.0% | +49.1% |
| YTD | +38.4% | -2.3% | +40.7% | +38.1% |
| 1Y | +49.1% | +6.1% | +43.0% | +44.1% |
| 3Y | -14.9% | -0.7% | -14.2% | -17.0% |
| 5Y | -63.1% | +9.9% | -73.0% | -65.5% |
| 10Y | -35.6% | +127.8% | -163.4% | -49.0% |
| All | -35.6% | +121.1% | -156.7% | -49.0% |
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