+133.9%
BP vs HSY
+124.3%
+9.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +2.0% |
| 7D | +4.0% | -3.0% | +6.9% | +4.8% |
| 30D | +7.8% | -5.0% | +12.9% | +9.3% |
| 3M | +8.4% | -1.3% | +9.7% | +8.3% |
| 6M | +15.1% | -21.5% | +36.6% | +22.5% |
| YTD | +36.4% | -3.3% | +39.7% | +35.6% |
| 1Y | +40.9% | -5.5% | +46.4% | +40.7% |
| 3Y | +38.8% | -9.9% | +48.8% | +38.3% |
| 5Y | +141.1% | +11.3% | +129.7% | +112.1% |
| 10Y | +133.9% | +128.1% | +5.8% | +80.3% |
| All | +133.9% | +124.3% | +9.6% | +80.3% |
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