+71.4%
BTI vs HSY
+128.6%
-57.2%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.9% |
| 7D | -0.2% | +0.1% | -0.3% | -0.2% |
| 30D | -1.1% | -5.2% | +4.1% | +0.7% |
| 3M | -8.8% | -3.4% | -5.4% | -7.8% |
| 6M | -4.0% | -19.2% | +15.2% | +2.8% |
| YTD | +0.4% | -2.6% | +3.0% | +0.5% |
| 1Y | +1.9% | -3.8% | +5.7% | +2.1% |
| 3Y | +108.5% | -10.6% | +119.1% | +111.2% |
| 5Y | +118.5% | +12.3% | +106.2% | +96.6% |
| All | +71.4% | +128.6% | -57.2% | +15.5% |
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