-47.0%
BROS vs HSY
+11.5%
-58.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -0.8% |
| 7D | -20.4% | +1.1% | -21.5% | -20.4% |
| 30D | -6.1% | +7.7% | -13.8% | -6.2% |
| 3M | -29.4% | -2.3% | -27.1% | -29.4% |
| 6M | -31.5% | -5.3% | -26.2% | -31.6% |
| YTD | -42.8% | -0.9% | -41.9% | -42.6% |
| 1Y | -37.5% | +5.2% | -42.7% | -37.2% |
| 3Y | +27.2% | +0.7% | +26.4% | +26.2% |
| 5Y | -47.0% | +12.2% | -59.2% | -30.0% |
| All | -47.0% | +11.5% | -58.4% | -30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling