+4,329.4%
HSY vs BRO
+25,535.5%
-21,206.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | +0.1% | -7.3% | +7.4% | +1.0% |
| 30D | -5.2% | -6.9% | +1.7% | -4.4% |
| 3M | -3.4% | +10.7% | -14.1% | -4.6% |
| 6M | -19.2% | -2.7% | -16.5% | -19.1% |
| YTD | -2.6% | -16.3% | +13.7% | -0.8% |
| 1Y | -3.8% | -29.1% | +25.3% | 0.0% |
| 3Y | -10.6% | -7.8% | -2.8% | -10.4% |
| 5Y | +12.3% | +18.7% | -6.4% | +8.6% |
| 10Y | +129.6% | +291.9% | -162.3% | +98.0% |
| All | +4,329.4% | +25,535.5% | -21,206.1% | +3,531.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling