+444.2%
HSY vs BAH
+886.2%
-442.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.8% |
| 7D | -3.3% | -3.2% | -0.1% | -2.8% |
| 30D | -2.8% | +2.0% | -4.8% | -3.2% |
| 3M | -4.5% | -7.6% | +3.1% | -3.5% |
| 6M | -24.2% | -5.7% | -18.5% | -24.0% |
| YTD | -2.7% | -11.7% | +9.0% | -1.9% |
| 1Y | -3.7% | -27.4% | +23.6% | +0.2% |
| 3Y | -11.5% | -32.5% | +21.1% | -8.8% |
| 5Y | +10.3% | -3.3% | +13.7% | +5.2% |
| 10Y | +122.1% | +186.0% | -63.9% | +79.0% |
| All | +444.2% | +886.2% | -442.0% | +272.7% |
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