+4,408.8%
HSY vs BN
+15,947.2%
-11,538.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.6% |
| 7D | +1.1% | -2.4% | +3.5% | +1.5% |
| 30D | +7.7% | +13.5% | -5.8% | +5.3% |
| 3M | -2.3% | -5.9% | +3.7% | -1.4% |
| 6M | -5.3% | -8.9% | +3.6% | -4.1% |
| YTD | -0.9% | -7.9% | +7.0% | -0.3% |
| 1Y | +5.2% | -8.3% | +13.5% | +5.8% |
| 3Y | +0.7% | +100.8% | -100.0% | -13.3% |
| 5Y | +12.2% | +38.2% | -26.0% | +1.4% |
| 10Y | +131.1% | +302.3% | -171.2% | +69.2% |
| All | +4,408.8% | +15,947.2% | -11,538.3% | +2,331.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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