+875.9%
BAX vs HSY
+4,402.6%
-3,526.7%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.4% |
| 7D | -1.1% | -3.3% | +2.1% | -0.1% |
| 30D | -5.5% | -2.8% | -2.6% | -4.6% |
| 3M | +33.5% | -4.5% | +38.0% | +35.3% |
| 6M | +35.9% | -24.2% | +60.1% | +47.3% |
| YTD | +35.4% | -2.7% | +38.1% | +35.7% |
| 1Y | +9.8% | -3.7% | +13.5% | +10.4% |
| 3Y | -32.7% | -11.5% | -21.3% | -31.4% |
| 5Y | -65.6% | +10.3% | -75.9% | -67.2% |
| 10Y | -34.9% | +122.1% | -157.0% | -50.3% |
| All | +875.9% | +4,402.6% | -3,526.7% | +153.4% |
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 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