+126.5%
HSY vs BNS
+188.9%
-62.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.2% | -0.8% |
| 7D | +0.1% | -0.4% | +0.5% | +0.2% |
| 30D | -5.2% | +3.5% | -8.6% | -6.2% |
| 3M | -3.4% | +14.1% | -17.5% | -7.1% |
| 6M | -19.2% | +33.8% | -53.0% | -25.9% |
| YTD | -2.6% | +29.5% | -32.1% | -9.9% |
| 1Y | -3.8% | +48.4% | -52.2% | -14.5% |
| 3Y | -10.6% | +129.6% | -140.2% | -30.8% |
| 5Y | +12.3% | +96.1% | -83.8% | -9.8% |
| All | +126.5% | +188.9% | -62.4% | +50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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