+6,002.7%
BTI vs HSY
+4,405.8%
+1,597.0%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.4% | -0.4% |
| 7D | -1.4% | -1.6% | +0.2% | -1.0% |
| 30D | -7.0% | -4.2% | -2.8% | -6.0% |
| 3M | -6.3% | -0.7% | -5.6% | -6.2% |
| 6M | -2.0% | -21.8% | +19.8% | +4.4% |
| YTD | +0.2% | -2.7% | +2.9% | +0.5% |
| 1Y | +3.8% | -4.8% | +8.6% | +4.4% |
| 3Y | +112.1% | -9.4% | +121.4% | +112.9% |
| 5Y | +113.6% | +11.3% | +102.3% | +101.5% |
| 10Y | +69.6% | +125.0% | -55.4% | +32.0% |
| All | +6,002.7% | +4,405.8% | +1,597.0% | +2,359.4% |
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