+445.3%
HSY vs BAH
+1,074.5%
-629.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.8% |
| 3M | -4.1% | +14.9% | -19.0% | -6.5% |
| 6M | -5.2% | +14.2% | -19.5% | -7.9% |
| YTD | -2.5% | +5.1% | -7.7% | -4.7% |
| 1Y | +4.7% | +2.1% | +2.7% | +2.8% |
| 3Y | +0.6% | -26.0% | +26.6% | +2.2% |
| 5Y | +11.7% | +9.0% | +2.7% | +4.5% |
| 10Y | +120.0% | +208.8% | -88.8% | +74.2% |
| All | +445.3% | +1,074.5% | -629.2% | +262.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling