+3.8%
HSY vs ABCL
+156.0%
-152.3%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +6.7% | -6.4% | +0.5% |
| 7D | +7.5% | -3.2% | +10.7% | +7.5% |
| 30D | +11.1% | -7.4% | +18.5% | +11.0% |
| 3M | -1.9% | +81.9% | -83.9% | -1.1% |
| 6M | -3.0% | +135.7% | -138.7% | -1.7% |
| YTD | 0.0% | +247.4% | -247.3% | +1.5% |
| 1Y | +9.4% | +162.3% | -152.8% | +11.3% |
| 3Y | +3.8% | +165.5% | -161.7% | +4.3% |
| All | +3.8% | +156.0% | -152.3% | +4.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling