+417.0%
HSY vs BR
+1,281.7%
-864.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -3.0% | -5.0% | +2.1% | -1.7% |
| 30D | -5.0% | -2.5% | -2.6% | -4.5% |
| 3M | -1.3% | +13.5% | -14.8% | -4.5% |
| 6M | -21.5% | -9.4% | -12.1% | -20.0% |
| YTD | -3.3% | -23.3% | +20.0% | +2.5% |
| 1Y | -5.5% | -31.6% | +26.1% | +3.0% |
| 3Y | -9.9% | -5.1% | -4.9% | -10.5% |
| 5Y | +11.3% | +8.2% | +3.2% | +5.4% |
| 10Y | +128.1% | +189.8% | -61.8% | +64.8% |
| All | +417.0% | +1,281.7% | -864.7% | +142.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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