+934.0%
BE vs HSY
+130.3%
+803.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.2% | -5.3% | -4.2% |
| 7D | +9.7% | -0.4% | +10.2% | +9.8% |
| 30D | +22.4% | -3.4% | +25.8% | +22.9% |
| 3M | +10.4% | -0.5% | +10.9% | +9.6% |
| 6M | +67.9% | -19.1% | +87.0% | +73.9% |
| YTD | +197.5% | -2.1% | +199.6% | +194.0% |
| 1Y | +310.6% | -3.2% | +313.8% | +306.0% |
| 3Y | +1,657.2% | -8.8% | +1,666.0% | +1,647.8% |
| 5Y | +1,218.2% | +13.0% | +1,205.2% | +1,002.9% |
| All | +934.0% | +130.3% | +803.7% | +1,030.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HSY.
Daily Out/Under-Performance
Portfolio return minus HSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HSY 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 10y: compounded portfolio wealth divided by compounded HSY 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…
10y analysis · Full analysis span regression · 6 months rolling