+11.7%
HSY vs BAH
+9.2%
+2.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.6% | -4.2% | -2.8% |
| 7D | +1.3% | -1.5% | +2.8% | +1.5% |
| 30D | +6.6% | +17.3% | -10.7% | +4.3% |
| 3M | -4.1% | +14.9% | -19.0% | -6.0% |
| 6M | -5.2% | +14.2% | -19.5% | -7.5% |
| YTD | -2.5% | +5.1% | -7.7% | -4.5% |
| 1Y | +4.7% | +2.1% | +2.7% | +3.0% |
| 3Y | +0.6% | -26.0% | +26.6% | +0.6% |
| 5Y | +11.7% | +9.0% | +2.7% | +3.6% |
| All | +11.7% | +9.2% | +2.5% | +3.6% |
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