+81.0%
BSX vs HSY
+128.6%
-47.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | -10.1% | +0.1% | -10.2% | -10.1% |
| 30D | -16.4% | -5.2% | -11.2% | -14.9% |
| 3M | -8.9% | -3.4% | -5.5% | -7.9% |
| 6M | -38.3% | -19.2% | -19.1% | -33.9% |
| YTD | -54.9% | -2.6% | -52.3% | -55.2% |
| 1Y | -58.8% | -3.8% | -55.0% | -59.0% |
| 3Y | -21.2% | -10.6% | -10.6% | -21.0% |
| 5Y | -3.3% | +12.3% | -15.6% | -15.9% |
| All | +81.0% | +128.6% | -47.6% | +13.9% |
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