+33.8%
HSY vs ABCL
-81.2%
+115.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -1.6% | +1.4% | -3.0% | -1.5% |
| 30D | -4.2% | +65.1% | -69.3% | -3.5% |
| 3M | -0.7% | +111.1% | -111.8% | +0.5% |
| 6M | -21.8% | +231.6% | -253.4% | -20.4% |
| YTD | -2.7% | +234.5% | -237.2% | -0.9% |
| 1Y | -4.8% | +174.3% | -179.2% | -3.1% |
| 3Y | -9.4% | +111.5% | -120.8% | -8.0% |
| 5Y | +11.3% | -37.3% | +48.5% | +10.4% |
| All | +33.8% | -81.2% | +115.0% | +30.2% |
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