+4,325.0%
HSY vs BBWI
+1,034.6%
+3,290.4%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.8% | -3.9% | -1.4% |
| 7D | -3.3% | +1.5% | -4.8% | -3.5% |
| 30D | -2.8% | -5.2% | +2.4% | -2.4% |
| 3M | -4.5% | +11.1% | -15.6% | -6.0% |
| 6M | -24.2% | -13.4% | -10.8% | -23.6% |
| YTD | -2.7% | +0.1% | -2.8% | -3.9% |
| 1Y | -3.7% | -36.1% | +32.4% | -0.6% |
| 3Y | -11.5% | -44.1% | +32.6% | -9.6% |
| 5Y | +10.3% | -66.2% | +76.6% | +16.3% |
| 10Y | +122.1% | -54.8% | +176.9% | +103.8% |
| All | +4,325.0% | +1,034.6% | +3,290.4% | +1,802.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling