+967.7%
BX vs HSY
+459.2%
+508.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.6% |
| 7D | -4.4% | -3.3% | -1.1% | -3.0% |
| 30D | +0.1% | -2.8% | +2.9% | +1.2% |
| 3M | +16.0% | -4.5% | +20.5% | +17.7% |
| 6M | +21.6% | -24.2% | +45.8% | +35.6% |
| YTD | -8.9% | -2.7% | -6.2% | -10.1% |
| 1Y | -16.6% | -3.7% | -12.9% | -17.8% |
| 3Y | +43.3% | -11.5% | +54.8% | +41.6% |
| 5Y | +25.7% | +10.3% | +15.4% | +7.7% |
| 10Y | +689.5% | +122.1% | +567.4% | +335.7% |
| All | +967.7% | +459.2% | +508.6% | +156.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling