+124.4%
HSY vs BWA
+94.2%
+30.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | -2.1% | +4.3% | -6.4% | -2.5% |
| 30D | +6.1% | -13.0% | +19.1% | +7.4% |
| 3M | -5.6% | -24.8% | +19.2% | -3.4% |
| 6M | -9.5% | -23.5% | +14.0% | -7.8% |
| YTD | -2.1% | +13.8% | -15.9% | -4.9% |
| 1Y | +0.8% | +13.4% | -12.7% | -2.1% |
| 3Y | -2.1% | +62.8% | -64.9% | -9.4% |
| 5Y | +11.2% | +28.5% | -17.2% | +4.2% |
| All | +124.4% | +94.2% | +30.2% | +86.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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