+1,440.4%
HSY vs IBN
+1,760.3%
-319.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | -2.1% | +1.9% | -4.0% | -2.3% |
| 30D | +6.1% | +22.1% | -16.0% | +4.2% |
| 3M | -5.6% | +17.1% | -22.7% | -7.0% |
| 6M | -9.5% | +35.5% | -45.1% | -12.1% |
| YTD | -2.1% | +16.8% | -18.9% | -3.6% |
| 1Y | +0.8% | +12.4% | -11.6% | -0.5% |
| 3Y | -2.1% | +58.0% | -60.2% | -6.7% |
| 5Y | +11.2% | +73.7% | -62.5% | +4.6% |
| 10Y | +128.3% | +385.6% | -257.3% | +91.5% |
| All | +1,440.4% | +1,760.3% | -319.9% | +1,055.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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