+878.1%
HSY vs IBB
+560.8%
+317.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.9% |
| 7D | -3.3% | +1.4% | -4.7% | -3.6% |
| 30D | -2.8% | +10.5% | -13.3% | -5.2% |
| 3M | -4.5% | +23.6% | -28.1% | -9.3% |
| 6M | -24.2% | +22.6% | -46.8% | -28.1% |
| YTD | -2.7% | +25.7% | -28.4% | -8.4% |
| 1Y | -3.7% | +51.4% | -55.1% | -13.3% |
| 3Y | -11.5% | +64.4% | -75.8% | -22.4% |
| 5Y | +10.3% | +22.1% | -11.8% | +2.6% |
| 10Y | +122.1% | +132.5% | -10.3% | +71.5% |
| All | +878.1% | +560.8% | +317.3% | +387.2% |
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