+0.8%
HSY vs BBWI
+0.1%
+0.7%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.5% |
| 7D | -2.1% | +0.1% | -2.3% | -2.1% |
| 30D | +6.1% | +12.9% | -6.8% | +5.4% |
| 3M | -5.6% | +16.0% | -21.6% | -6.5% |
| 6M | -9.5% | +16.6% | -26.2% | -10.1% |
| YTD | -2.1% | +9.7% | -11.8% | -2.6% |
| 1Y | +0.8% | +1.5% | -0.7% | +0.2% |
| All | +0.8% | +0.1% | +0.7% | +0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 1y: compounded portfolio wealth divided by compounded BBWI 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…
1y analysis · Full analysis span regression · 6 months rolling