+906.0%
HSY vs IBB
+566.2%
+339.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.4% | 0.0% |
| 7D | +7.5% | -1.8% | +9.4% | +7.9% |
| 30D | +11.1% | +5.1% | +6.0% | +9.6% |
| 3M | -1.9% | +10.7% | -12.6% | -4.6% |
| 6M | -3.0% | +22.9% | -25.9% | -8.0% |
| YTD | 0.0% | +26.7% | -26.7% | -6.1% |
| 1Y | +9.4% | +35.1% | -25.7% | +1.1% |
| 3Y | +3.8% | +80.2% | -76.4% | -11.2% |
| 5Y | +15.2% | +37.8% | -22.7% | +3.8% |
| 10Y | +126.9% | +161.2% | -34.3% | +70.2% |
| All | +906.0% | +566.2% | +339.8% | +398.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling