+897.8%
BAX vs HSY
+4,411.2%
-3,513.4%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.6% | +5.0% | +3.2% |
| 7D | +9.0% | +1.3% | +7.7% | +8.5% |
| 30D | +8.5% | +6.6% | +1.9% | +6.3% |
| 3M | -4.1% | -4.1% | 0.0% | -3.0% |
| 6M | +46.9% | -5.2% | +52.2% | +48.9% |
| YTD | +38.4% | -2.5% | +40.9% | +38.5% |
| 1Y | +47.0% | +4.7% | +42.3% | +43.9% |
| 3Y | -14.9% | +0.6% | -15.5% | -16.7% |
| 5Y | -62.5% | +11.7% | -74.2% | -64.5% |
| 10Y | -33.9% | +120.0% | -153.9% | -49.4% |
| All | +897.8% | +4,411.2% | -3,513.4% | +158.6% |
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