+12.0%
HSY vs BRO
+17.6%
-5.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | +0.1% | -7.3% | +7.4% | +1.8% |
| 30D | -5.2% | -6.9% | +1.7% | -3.7% |
| 3M | -3.4% | +10.7% | -14.1% | -5.4% |
| 6M | -19.2% | -2.7% | -16.5% | -18.9% |
| YTD | -2.6% | -16.3% | +13.7% | +0.7% |
| 1Y | -3.8% | -29.1% | +25.3% | +3.2% |
| 3Y | -10.6% | -7.8% | -2.8% | -11.6% |
| All | +12.0% | +17.6% | -5.6% | -0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 5y: compounded portfolio wealth divided by compounded BRO 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…
5y analysis · Full analysis span regression · 6 months rolling