+34.0%
HSY vs ABCL
-79.5%
+113.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.2% | -7.8% | -2.5% |
| 7D | +1.3% | +12.4% | -11.1% | +1.6% |
| 30D | +6.6% | -0.4% | +7.0% | +6.7% |
| 3M | -4.1% | +80.4% | -84.5% | -3.2% |
| 6M | -5.2% | +138.5% | -143.8% | -3.8% |
| YTD | -2.5% | +265.5% | -268.0% | -0.5% |
| 1Y | +4.7% | +219.7% | -214.9% | +6.8% |
| 3Y | +0.6% | +209.4% | -208.8% | +2.8% |
| 5Y | +11.7% | -15.0% | +26.7% | +11.7% |
| All | +34.0% | -79.5% | +113.5% | +30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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