+406.7%
BNY vs HSY
+128.6%
+278.1%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.2% |
| 7D | -1.3% | +0.1% | -1.4% | -1.4% |
| 30D | -0.2% | -5.2% | +5.0% | +1.2% |
| 3M | +14.9% | -3.4% | +18.3% | +15.5% |
| 6M | +40.0% | -19.2% | +59.2% | +47.5% |
| YTD | +42.0% | -2.6% | +44.6% | +41.0% |
| 1Y | +56.9% | -3.8% | +60.6% | +55.7% |
| 3Y | +289.9% | -10.6% | +300.5% | +290.4% |
| 5Y | +259.2% | +12.3% | +246.9% | +219.2% |
| All | +406.7% | +128.6% | +278.1% | +294.4% |
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