+126.5%
HSY vs BG
+166.7%
-40.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.2% | -0.3% |
| 7D | +0.1% | +3.1% | -3.0% | -0.5% |
| 30D | -5.2% | +10.2% | -15.4% | -7.0% |
| 3M | -3.4% | -1.7% | -1.7% | -3.4% |
| 6M | -19.2% | +1.0% | -20.2% | -19.8% |
| YTD | -2.6% | +39.9% | -42.5% | -9.5% |
| 1Y | -3.8% | +53.2% | -57.0% | -12.4% |
| 3Y | -10.6% | +16.3% | -26.9% | -15.1% |
| 5Y | +12.3% | +83.9% | -71.6% | -5.6% |
| All | +126.5% | +166.7% | -40.2% | +58.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 10y: compounded portfolio wealth divided by compounded BG 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…
10y analysis · Full analysis span regression · 6 months rolling