+11.3%
HSY vs BAH
-2.8%
+14.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.2% |
| 7D | -1.6% | -4.3% | +2.8% | -1.0% |
| 30D | -4.2% | -4.5% | +0.2% | -3.7% |
| 3M | -0.7% | -7.6% | +6.9% | -0.1% |
| 6M | -21.8% | -10.6% | -11.2% | -21.2% |
| YTD | -2.7% | -12.6% | +9.9% | -2.1% |
| 1Y | -4.8% | -27.0% | +22.2% | -2.0% |
| 3Y | -9.4% | -31.5% | +22.1% | -9.1% |
| 5Y | +11.3% | -3.8% | +15.1% | +7.2% |
| All | +11.3% | -2.8% | +14.1% | +7.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling