+717.4%
HSY vs BTG
+378.0%
+339.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.9% | +2.9% | +0.2% |
| 7D | -1.6% | +4.8% | -6.4% | -1.7% |
| 30D | -4.2% | +8.3% | -12.6% | -4.5% |
| 3M | -0.7% | +32.3% | -33.0% | -1.9% |
| 6M | -21.8% | +3.0% | -24.7% | -22.1% |
| YTD | -2.7% | +21.9% | -24.6% | -3.8% |
| 1Y | -4.8% | +28.2% | -33.0% | -6.3% |
| 3Y | -9.4% | +99.9% | -109.3% | -12.6% |
| 5Y | +11.3% | +73.6% | -62.3% | +7.3% |
| 10Y | +125.0% | +136.5% | -11.5% | +113.5% |
| All | +717.4% | +378.0% | +339.4% | +694.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling