+12.0%
HSY vs BTG
+78.0%
-66.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.6% |
| 7D | +0.1% | -3.8% | +3.9% | +0.3% |
| 30D | -5.2% | +3.6% | -8.8% | -5.4% |
| 3M | -3.4% | +32.0% | -35.4% | -4.9% |
| 6M | -19.2% | +3.4% | -22.6% | -19.6% |
| YTD | -2.6% | +20.8% | -23.4% | -4.2% |
| 1Y | -3.8% | +22.4% | -26.2% | -5.7% |
| 3Y | -10.6% | +91.7% | -102.3% | -15.6% |
| All | +12.0% | +78.0% | -66.0% | +7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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