-11.2%
HSY vs HBM
+506.5%
-517.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.6% |
| 7D | -3.0% | +5.5% | -8.5% | -2.9% |
| 30D | -5.0% | +3.3% | -8.3% | -5.0% |
| 3M | -1.3% | +12.7% | -14.0% | -1.0% |
| 6M | -21.5% | +28.2% | -49.7% | -21.3% |
| YTD | -3.3% | +45.3% | -48.6% | -3.0% |
| 1Y | -5.5% | +121.7% | -127.2% | -5.0% |
| All | -11.2% | +506.5% | -517.7% | -13.1% |
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