-33.1%
BAX vs HSY
+128.6%
-161.7%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.1% |
| 7D | +0.1% | -2.1% | +2.2% | +0.9% |
| 30D | +4.1% | +6.1% | -2.0% | +1.6% |
| 3M | -4.5% | -5.6% | +1.1% | -2.6% |
| 6M | +49.2% | -9.5% | +58.8% | +54.3% |
| YTD | +35.2% | -2.1% | +37.4% | +34.8% |
| 1Y | +38.3% | +0.8% | +37.5% | +36.3% |
| 3Y | -19.0% | -2.1% | -16.9% | -20.6% |
| 5Y | -64.2% | +11.2% | -75.4% | -66.7% |
| All | -33.1% | +128.6% | -161.7% | -49.4% |
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