+10.6%
HSY vs HBM
+203.5%
-192.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.8% |
| 7D | -2.3% | +5.1% | -7.4% | -2.3% |
| 30D | +6.3% | -15.8% | +22.1% | +6.2% |
| 3M | -5.2% | -22.4% | +17.2% | -5.3% |
| 6M | -8.3% | -20.2% | +11.9% | -8.3% |
| YTD | -2.7% | +9.0% | -11.7% | -3.1% |
| 1Y | +0.1% | +27.4% | -27.2% | -0.4% |
| 3Y | -1.0% | +424.2% | -425.3% | -4.0% |
| 5Y | +10.6% | +196.1% | -185.5% | +8.6% |
| All | +10.6% | +203.5% | -192.9% | +8.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling