+127.8%
HSY vs BAH
+210.6%
-82.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.6% | +0.1% |
| 7D | +3.8% | +0.5% | +3.4% | +3.7% |
| 30D | +6.9% | +18.2% | -11.3% | +3.5% |
| 3M | -4.1% | +13.1% | -17.1% | -6.5% |
| 6M | -5.0% | +15.2% | -20.2% | -8.1% |
| YTD | -2.3% | +6.0% | -8.3% | -4.9% |
| 1Y | +6.1% | +3.1% | +3.0% | +3.6% |
| 3Y | -0.7% | -26.2% | +25.5% | +0.9% |
| 5Y | +9.9% | +9.3% | +0.6% | -0.5% |
| 10Y | +127.8% | +212.3% | -84.5% | +68.4% |
| All | +127.8% | +210.6% | -82.8% | +68.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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