+142.2%
BP vs HSY
+128.6%
+13.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.7% |
| 7D | +3.8% | -2.1% | +5.9% | +4.4% |
| 30D | -5.3% | +6.1% | -11.4% | -7.1% |
| 3M | +9.3% | -5.6% | +14.9% | +10.6% |
| 6M | +7.2% | -9.5% | +16.8% | +9.4% |
| YTD | +38.0% | -2.1% | +40.1% | +36.4% |
| 1Y | +33.2% | +0.8% | +32.4% | +30.2% |
| 3Y | +50.3% | -2.1% | +52.4% | +44.6% |
| 5Y | +114.1% | +11.2% | +102.8% | +88.1% |
| All | +142.2% | +128.6% | +13.6% | +93.0% |
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