+630.2%
HSY vs HBM
+456.2%
+174.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.6% |
| 7D | -2.1% | +2.2% | -4.4% | -2.2% |
| 30D | +6.1% | -11.8% | +17.9% | +6.4% |
| 3M | -5.6% | -19.2% | +13.6% | -5.1% |
| 6M | -9.5% | -22.9% | +13.3% | -9.2% |
| YTD | -2.1% | +7.8% | -9.9% | -3.2% |
| 1Y | +0.8% | +34.9% | -34.1% | -1.3% |
| 3Y | -2.1% | +422.2% | -424.3% | -10.3% |
| 5Y | +11.2% | +192.8% | -181.6% | +3.1% |
| 10Y | +128.3% | +281.1% | -152.9% | +96.0% |
| All | +630.2% | +456.2% | +174.0% | +534.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling