+932.5%
HSY vs BG
+1,181.2%
-248.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.6% |
| 7D | -3.0% | +0.5% | -3.5% | -3.0% |
| 30D | -5.0% | +10.3% | -15.4% | -6.5% |
| 3M | -1.3% | -1.9% | +0.6% | -1.3% |
| 6M | -21.5% | +5.2% | -26.8% | -22.5% |
| YTD | -3.3% | +41.2% | -44.4% | -8.9% |
| 1Y | -5.5% | +50.5% | -56.0% | -12.1% |
| 3Y | -9.9% | +19.9% | -29.8% | -14.0% |
| 5Y | +11.3% | +86.7% | -75.4% | -2.2% |
| 10Y | +128.1% | +167.5% | -39.4% | +81.7% |
| All | +932.5% | +1,181.2% | -248.6% | +599.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling