+11.2%
HSY vs ZYBT
-57.8%
+69.0%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | 0.0% | +1.2% |
| 7D | -0.4% | -2.5% | +2.0% | -0.4% |
| 30D | -3.4% | -1.2% | -2.2% | -3.4% |
| 3M | -0.5% | +76.7% | -77.2% | -0.6% |
| 6M | -19.1% | +103.6% | -122.7% | -19.3% |
| YTD | -2.1% | +38.3% | -40.3% | -2.1% |
| 1Y | -3.2% | -84.7% | +81.5% | -2.8% |
| All | +11.2% | -57.8% | +69.0% | +7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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