+3,105.8%
HSY vs BWA
+3,492.4%
-386.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.8% | -3.8% | -1.4% |
| 7D | -3.3% | +5.7% | -9.0% | -3.9% |
| 30D | -2.8% | +1.4% | -4.2% | -3.1% |
| 3M | -4.5% | -12.1% | +7.6% | -3.3% |
| 6M | -24.2% | +28.6% | -52.8% | -27.0% |
| YTD | -2.7% | +51.1% | -53.8% | -8.6% |
| 1Y | -3.7% | +55.9% | -59.6% | -10.0% |
| 3Y | -11.5% | +70.1% | -81.6% | -19.1% |
| 5Y | +10.3% | +90.7% | -80.3% | -2.1% |
| 10Y | +122.1% | +154.0% | -31.8% | +82.2% |
| All | +3,105.8% | +3,492.4% | -386.6% | +1,782.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling