+27.0%
BROS vs HSY
+12.7%
+14.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +0.7% |
| 7D | -6.7% | -3.3% | -3.4% | -6.6% |
| 30D | -29.1% | -2.8% | -26.2% | -29.0% |
| 3M | -16.7% | -4.5% | -12.2% | -16.7% |
| 6M | -11.6% | -24.2% | +12.6% | -11.7% |
| YTD | -23.9% | -2.7% | -21.2% | -23.6% |
| 1Y | -34.8% | -3.7% | -31.1% | -34.6% |
| 3Y | +62.1% | -11.5% | +73.5% | +63.9% |
| All | +27.0% | +12.7% | +14.3% | +56.7% |
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 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