+11.3%
HSY vs BWA
+89.5%
-78.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.5% |
| 7D | -3.0% | +0.1% | -3.1% | -3.0% |
| 30D | -5.0% | -5.6% | +0.5% | -4.8% |
| 3M | -1.3% | -10.7% | +9.4% | -0.7% |
| 6M | -21.5% | +23.2% | -44.7% | -23.1% |
| YTD | -3.3% | +46.0% | -49.3% | -6.7% |
| 1Y | -5.5% | +51.2% | -56.7% | -9.2% |
| 3Y | -9.9% | +69.6% | -79.5% | -15.0% |
| 5Y | +11.3% | +86.6% | -75.2% | +2.8% |
| All | +11.3% | +89.5% | -78.1% | +2.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling