+454.5%
HSY vs BAH
+1,077.1%
-622.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.5% |
| 7D | +1.1% | -1.6% | +2.7% | +1.3% |
| 30D | +7.7% | +18.0% | -10.3% | +4.7% |
| 3M | -2.3% | +11.4% | -13.7% | -4.2% |
| 6M | -5.3% | +17.7% | -23.0% | -8.4% |
| YTD | -0.9% | +5.4% | -6.2% | -3.1% |
| 1Y | +5.2% | +2.8% | +2.5% | +3.2% |
| 3Y | +0.7% | -26.7% | +27.4% | +2.6% |
| 5Y | +12.2% | +8.1% | +4.1% | +5.1% |
| 10Y | +131.1% | +202.5% | -71.4% | +83.5% |
| All | +454.5% | +1,077.1% | -622.5% | +268.1% |
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