+66.9%
BROS vs HSY
-9.9%
+76.8%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -2.0% |
| 7D | -6.6% | -3.0% | -3.6% | -6.7% |
| 30D | -12.3% | -5.0% | -7.3% | -12.5% |
| 3M | -22.2% | -1.3% | -20.9% | -22.2% |
| 6M | -14.3% | -21.5% | +7.2% | -15.6% |
| YTD | -26.6% | -3.3% | -23.3% | -26.0% |
| 1Y | -31.5% | -5.5% | -26.0% | -31.3% |
| All | +66.9% | -9.9% | +76.8% | +70.7% |
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