+1,053.2%
HSY vs BB
+258.8%
+794.4%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -3.3% | -5.6% | +2.3% | -3.2% |
| 30D | -2.8% | -11.8% | +9.0% | -2.7% |
| 3M | -4.5% | -25.5% | +21.0% | -4.2% |
| 6M | -24.2% | +121.3% | -145.5% | -25.3% |
| YTD | -2.7% | +103.2% | -105.9% | -4.0% |
| 1Y | -3.7% | +102.6% | -106.4% | -5.0% |
| 3Y | -11.5% | +37.5% | -49.0% | -12.7% |
| 5Y | +10.3% | -30.4% | +40.8% | +9.4% |
| 10Y | +122.1% | 0.0% | +122.1% | +114.7% |
| All | +1,053.2% | +258.8% | +794.4% | +1,157.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling