+905.6%
HSY vs HDB
+4,284.7%
-3,379.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.2% |
| 7D | +3.8% | +12.7% | -8.9% | +2.0% |
| 30D | +6.9% | +16.6% | -9.7% | +4.4% |
| 3M | -4.1% | +10.8% | -14.9% | -5.7% |
| 6M | -5.0% | +3.8% | -8.8% | -5.9% |
| YTD | -2.3% | -28.9% | +26.6% | +2.3% |
| 1Y | +6.1% | -28.0% | +34.1% | +10.8% |
| 3Y | -0.7% | -7.2% | +6.5% | -1.3% |
| 5Y | +9.9% | -22.2% | +32.1% | +10.9% |
| 10Y | +127.8% | +63.6% | +64.2% | +98.6% |
| All | +905.6% | +4,284.7% | -3,379.1% | +491.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling