-9.4%
HSY vs HDB
-27.8%
+18.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.0% | +3.1% | +0.2% |
| 7D | -1.6% | -2.0% | +0.5% | -1.4% |
| 30D | -4.2% | -4.9% | +0.6% | -4.0% |
| 3M | -0.7% | -2.3% | +1.6% | -0.7% |
| 6M | -21.8% | -23.7% | +1.9% | -20.7% |
| YTD | -2.7% | -38.5% | +35.8% | -0.3% |
| 1Y | -4.8% | -36.5% | +31.6% | -2.6% |
| 3Y | -9.4% | -28.5% | +19.1% | -9.1% |
| All | -9.4% | -27.8% | +18.4% | -9.1% |
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