+21.5%
BX vs HSY
-8.8%
+30.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.2% | -4.1% | -2.8% |
| 7D | -8.9% | -0.4% | -8.5% | -8.9% |
| 30D | -14.8% | -3.4% | -11.3% | -14.9% |
| 3M | +6.9% | -0.5% | +7.4% | +7.0% |
| 6M | +16.3% | -19.1% | +35.4% | +15.6% |
| YTD | -16.1% | -2.1% | -14.0% | -16.7% |
| 1Y | -26.8% | -3.2% | -23.5% | -27.3% |
| All | +21.5% | -8.8% | +30.3% | +23.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling