+19.7%
BROS vs HSY
+12.8%
+6.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.6% | +1.1% |
| 7D | -5.8% | +0.1% | -5.9% | -5.8% |
| 30D | -14.0% | -5.2% | -8.8% | -13.9% |
| 3M | -32.5% | -3.4% | -29.1% | -32.5% |
| 6M | -14.9% | -19.2% | +4.3% | -14.9% |
| YTD | -28.3% | -2.6% | -25.7% | -28.0% |
| 1Y | -34.0% | -3.8% | -30.2% | -33.8% |
| 3Y | +63.0% | -10.6% | +73.6% | +64.6% |
| All | +19.7% | +12.8% | +6.9% | +47.6% |
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 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