-2.1%
BROS vs HSY
+13.4%
-15.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.6% | +5.9% | +6.5% |
| 7D | +6.3% | -2.1% | +8.4% | +6.3% |
| 30D | -8.3% | +6.1% | -14.4% | -8.5% |
| 3M | -29.8% | -5.6% | -24.2% | -29.8% |
| 6M | -25.8% | -9.5% | -16.3% | -25.9% |
| YTD | -41.4% | -2.1% | -39.3% | -41.1% |
| 1Y | -35.2% | +0.8% | -35.9% | -34.9% |
| 3Y | +32.8% | -2.1% | +34.9% | +32.2% |
| 5Y | -42.2% | +11.2% | -53.4% | -29.2% |
| All | -2.1% | +13.4% | -15.5% | +20.7% |
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