-8.3%
HSY vs BB
+49.0%
-57.3%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.0% | +1.2% | -2.1% |
| 7D | -2.3% | +9.0% | -11.3% | -1.5% |
| 30D | +6.3% | +7.7% | -1.4% | +7.0% |
| 3M | -5.2% | +4.0% | -9.2% | -4.3% |
| 6M | -8.3% | +46.6% | -54.9% | -7.7% |
| All | -8.3% | +49.0% | -57.3% | -7.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling