+11.3%
HSY vs HRB
+104.8%
-93.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.5% |
| 7D | -3.0% | -10.6% | +7.7% | -2.1% |
| 30D | -5.0% | -0.8% | -4.2% | -5.1% |
| 3M | -1.3% | +19.1% | -20.4% | -2.8% |
| 6M | -21.5% | +48.7% | -70.2% | -23.9% |
| YTD | -3.3% | +7.1% | -10.4% | -3.6% |
| 1Y | -5.5% | -8.3% | +2.8% | -4.4% |
| 3Y | -9.9% | +25.8% | -35.8% | -13.1% |
| 5Y | +11.3% | +111.1% | -99.7% | +0.8% |
| All | +11.3% | +104.8% | -93.5% | +0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 5y: compounded portfolio wealth divided by compounded HRB 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…
5y analysis · Full analysis span regression · 6 months rolling