-2.7%
HSY vs HBM
+430.7%
-433.3%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.8% |
| 7D | -2.3% | +5.1% | -7.4% | -2.2% |
| 30D | +6.3% | -15.8% | +22.1% | +5.9% |
| 3M | -5.2% | -22.4% | +17.2% | -5.6% |
| 6M | -8.3% | -20.2% | +11.9% | -8.5% |
| YTD | -2.7% | +9.0% | -11.7% | -2.7% |
| 1Y | +0.1% | +27.4% | -27.2% | +0.3% |
| All | -2.7% | +430.7% | -433.3% | -5.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling