+76.4%
BND vs HSY
+408.2%
-331.8%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | 0.0% |
| 7D | -0.1% | -3.3% | +3.1% | -0.1% |
| 30D | -0.4% | -2.8% | +2.5% | -0.3% |
| 3M | -0.6% | -4.5% | +3.9% | -0.6% |
| 6M | -1.4% | -24.2% | +22.8% | -1.3% |
| YTD | -0.2% | -2.7% | +2.5% | -0.2% |
| 1Y | +1.3% | -3.7% | +5.0% | +1.3% |
| 3Y | +13.2% | -11.5% | +24.6% | +13.1% |
| 5Y | -1.6% | +10.3% | -11.9% | -1.6% |
| 10Y | +15.5% | +122.1% | -106.7% | +16.7% |
| All | +76.4% | +408.2% | -331.8% | +85.3% |
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