+163.0%
HSY vs BURL
+987.9%
-824.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.9% | +4.6% | +2.0% |
| 7D | +10.7% | +3.5% | +7.2% | +10.3% |
| 30D | +10.3% | -9.3% | +19.6% | +11.3% |
| 3M | -0.4% | -32.1% | +31.7% | +3.0% |
| 6M | -2.5% | -19.8% | +17.3% | -0.9% |
| YTD | -0.3% | -13.2% | +12.9% | +0.5% |
| 1Y | +7.6% | -7.8% | +15.4% | +7.7% |
| 3Y | +3.2% | +89.3% | -86.1% | -6.1% |
| 5Y | +14.7% | -15.8% | +30.6% | +12.8% |
| 10Y | +126.0% | +262.2% | -136.2% | +78.9% |
| All | +163.0% | +987.9% | -824.9% | +97.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling