+131.1%
HSY vs HDB
+64.3%
+66.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.3% | +1.4% |
| 7D | +1.1% | +6.9% | -5.8% | +0.1% |
| 30D | +7.7% | +15.2% | -7.6% | +5.4% |
| 3M | -2.3% | +11.7% | -14.0% | -4.0% |
| 6M | -5.3% | +7.5% | -12.8% | -6.8% |
| YTD | -0.9% | -28.8% | +27.9% | +3.9% |
| 1Y | +5.2% | -29.1% | +34.3% | +10.3% |
| 3Y | +0.7% | -7.0% | +7.8% | 0.0% |
| 5Y | +12.2% | -22.1% | +34.3% | +13.3% |
| 10Y | +131.1% | +64.9% | +66.2% | +97.4% |
| All | +131.1% | +64.3% | +66.8% | +97.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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