+661.1%
BX vs HSY
+128.6%
+532.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.6% | +3.1% | +2.6% |
| 7D | -5.6% | +0.1% | -5.7% | -5.6% |
| 30D | -12.2% | -5.2% | -7.0% | -11.1% |
| 3M | +7.4% | -3.4% | +10.8% | +8.1% |
| 6M | +22.2% | -19.2% | +41.4% | +28.3% |
| YTD | -14.0% | -2.6% | -11.4% | -14.9% |
| 1Y | -27.3% | -3.8% | -23.5% | -28.0% |
| 3Y | +24.5% | -10.6% | +35.2% | +24.2% |
| 5Y | +18.9% | +12.3% | +6.6% | +5.4% |
| All | +661.1% | +128.6% | +532.4% | +482.2% |
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