+127.8%
HSY vs HBM
+622.7%
-494.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -7.5% | +8.8% | +1.4% |
| 7D | -0.4% | -3.7% | +3.3% | -0.3% |
| 30D | -3.4% | -3.7% | +0.2% | -3.4% |
| 3M | -0.5% | +8.0% | -8.5% | -0.9% |
| 6M | -19.1% | +15.8% | -34.9% | -19.8% |
| YTD | -2.1% | +34.4% | -36.4% | -3.4% |
| 1Y | -3.2% | +98.2% | -101.4% | -5.8% |
| 3Y | -8.8% | +476.6% | -485.4% | -15.2% |
| 5Y | +13.0% | +331.1% | -318.1% | +4.8% |
| All | +127.8% | +622.7% | -494.9% | +84.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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