-0.7%
HSY vs HDB
-5.9%
+5.2%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.2% |
| 7D | +3.8% | +12.7% | -8.9% | +3.0% |
| 30D | +6.9% | +16.6% | -9.7% | +5.8% |
| 3M | -4.1% | +10.8% | -14.9% | -4.8% |
| 6M | -5.0% | +3.8% | -8.8% | -5.6% |
| YTD | -2.3% | -28.9% | +26.6% | -1.1% |
| 1Y | +6.1% | -28.0% | +34.1% | +7.3% |
| 3Y | -0.7% | -7.2% | +6.5% | +0.8% |
| All | -0.7% | -5.9% | +5.2% | +0.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling