+4,353.6%
HSY vs BBWI
+1,144.0%
+3,209.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.4% |
| 7D | -2.1% | +0.1% | -2.3% | -2.2% |
| 30D | +6.1% | +12.9% | -6.8% | +4.6% |
| 3M | -5.6% | +16.0% | -21.6% | -7.6% |
| 6M | -9.5% | +16.6% | -26.2% | -11.7% |
| YTD | -2.1% | +9.7% | -11.8% | -4.5% |
| 1Y | +0.8% | +1.5% | -0.7% | -1.5% |
| 3Y | -2.1% | -21.4% | +19.2% | -4.0% |
| 5Y | +11.2% | -67.6% | +78.8% | +17.9% |
| 10Y | +128.3% | -46.8% | +175.1% | +104.8% |
| All | +4,353.6% | +1,144.0% | +3,209.7% | +1,790.3% |
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