+128.1%
HSY vs IBB
+122.2%
+5.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.4% |
| 7D | -3.0% | -3.9% | +0.9% | -2.1% |
| 30D | -5.0% | +2.7% | -7.8% | -5.7% |
| 3M | -1.3% | +21.4% | -22.7% | -5.8% |
| 6M | -21.5% | +20.1% | -41.6% | -25.0% |
| YTD | -3.3% | +21.9% | -25.1% | -8.0% |
| 1Y | -5.5% | +44.1% | -49.6% | -13.7% |
| 3Y | -9.9% | +63.4% | -73.3% | -20.8% |
| 5Y | +11.3% | +19.8% | -8.4% | +4.8% |
| 10Y | +128.1% | +127.0% | +1.0% | +80.7% |
| All | +128.1% | +122.2% | +5.8% | +80.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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