-17.2%
HSY vs BAM
+71.9%
-89.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.4% | +3.5% | +0.1% |
| 7D | -1.6% | -1.6% | 0.0% | -1.5% |
| 30D | -4.2% | -6.0% | +1.8% | -4.2% |
| 3M | -0.7% | +7.3% | -8.1% | -0.7% |
| 6M | -21.8% | +8.2% | -30.0% | -21.8% |
| YTD | -2.7% | -3.8% | +1.2% | -2.6% |
| 1Y | -4.8% | -10.7% | +5.9% | -4.5% |
| 3Y | -9.4% | +55.3% | -64.7% | -13.3% |
| All | -17.2% | +71.9% | -89.0% | -21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded BAM 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling