+880.0%
HSY vs IBB
+584.7%
+295.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.8% | -5.4% | -3.2% |
| 7D | +1.3% | +2.7% | -1.4% | +0.6% |
| 30D | +6.6% | +6.3% | +0.3% | +4.9% |
| 3M | -4.1% | +11.1% | -15.2% | -6.8% |
| 6M | -5.2% | +29.2% | -34.5% | -11.3% |
| YTD | -2.5% | +30.2% | -32.8% | -9.2% |
| 1Y | +4.7% | +39.5% | -34.7% | -4.0% |
| 3Y | +0.6% | +92.3% | -91.8% | -15.3% |
| 5Y | +11.7% | +43.0% | -31.3% | -0.2% |
| 10Y | +120.0% | +137.1% | -17.1% | +69.1% |
| All | +880.0% | +584.7% | +295.3% | +382.8% |
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