+126.5%
HSY vs BWA
+156.8%
-30.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.0% | -0.7% |
| 7D | +0.1% | -1.3% | +1.4% | +0.2% |
| 30D | -5.2% | -2.9% | -2.2% | -5.0% |
| 3M | -3.4% | -10.7% | +7.3% | -2.5% |
| 6M | -19.2% | +26.5% | -45.7% | -21.6% |
| YTD | -2.6% | +49.1% | -51.7% | -7.5% |
| 1Y | -3.8% | +52.1% | -55.8% | -8.9% |
| 3Y | -10.6% | +72.6% | -83.2% | -17.3% |
| 5Y | +12.3% | +89.4% | -77.1% | +1.2% |
| All | +126.5% | +156.8% | -30.3% | +84.7% |
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