+33.7%
HSY vs ABCL
-81.3%
+115.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -1.1% |
| 7D | -3.3% | +0.7% | -4.0% | -3.3% |
| 30D | -2.8% | +93.1% | -95.9% | -1.9% |
| 3M | -4.5% | +79.4% | -83.9% | -3.5% |
| 6M | -24.2% | +214.9% | -239.1% | -22.9% |
| YTD | -2.7% | +234.2% | -236.9% | -1.0% |
| 1Y | -3.7% | +174.8% | -178.5% | -2.0% |
| 3Y | -11.5% | +104.5% | -115.9% | -10.2% |
| 5Y | +10.3% | -39.0% | +49.3% | +9.4% |
| All | +33.7% | -81.3% | +115.0% | +30.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling