+123.3%
HSY vs BURL
+252.7%
-129.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.5% |
| 7D | +7.5% | +4.1% | +3.5% | +7.1% |
| 30D | +11.1% | -9.5% | +20.5% | +12.0% |
| 3M | -1.9% | -33.5% | +31.6% | +1.5% |
| 6M | -3.0% | -22.1% | +19.1% | -1.1% |
| YTD | 0.0% | -14.6% | +14.6% | +1.0% |
| 1Y | +9.4% | -8.4% | +17.8% | +9.6% |
| 3Y | +3.8% | +86.6% | -82.8% | -5.5% |
| 5Y | +15.2% | -17.2% | +32.3% | +14.3% |
| All | +123.3% | +252.7% | -129.4% | +85.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 10y: compounded portfolio wealth divided by compounded BURL 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…
10y analysis · Full analysis span regression · 6 months rolling