+123.2%
HSY vs BB
+24.8%
+98.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.0% | +1.2% | -1.8% |
| 7D | -2.3% | +9.0% | -11.3% | -2.4% |
| 30D | +6.3% | +7.7% | -1.4% | +6.2% |
| 3M | -5.2% | +4.0% | -9.2% | -5.2% |
| 6M | -8.3% | +46.6% | -54.9% | -8.8% |
| YTD | -2.7% | +140.6% | -143.3% | -3.9% |
| 1Y | +0.1% | +103.1% | -103.0% | -0.9% |
| 3Y | -1.0% | +150.5% | -151.6% | -3.2% |
| 5Y | +10.6% | -15.4% | +26.0% | +9.2% |
| All | +123.2% | +24.8% | +98.4% | +106.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 10y: compounded portfolio wealth divided by compounded BB 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…
10y analysis · Full analysis span regression · 6 months rolling