+45.7%
BMY vs HSY
-0.5%
+46.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.6% |
| 7D | +2.1% | -2.1% | +4.2% | +2.7% |
| 30D | +7.0% | +6.1% | +0.9% | +5.3% |
| 3M | -0.9% | -5.6% | +4.8% | +0.4% |
| 6M | +14.9% | -9.5% | +24.5% | +17.4% |
| YTD | +22.8% | -2.1% | +24.9% | +23.0% |
| 1Y | +36.2% | +0.8% | +35.5% | +35.5% |
| 3Y | +45.7% | -2.1% | +47.8% | +43.2% |
| All | +45.7% | -0.5% | +46.2% | +43.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling