+125.0%
HSY vs M
-6.4%
+131.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.6% | +2.7% | +0.2% |
| 7D | -1.6% | +2.4% | -3.9% | -1.7% |
| 30D | -4.2% | -11.6% | +7.4% | -3.7% |
| 3M | -0.7% | +1.6% | -2.3% | -0.9% |
| 6M | -21.8% | +25.2% | -47.0% | -22.8% |
| YTD | -2.7% | +3.8% | -6.4% | -3.1% |
| 1Y | -4.8% | +36.3% | -41.2% | -6.6% |
| 3Y | -9.4% | +116.3% | -125.7% | -14.4% |
| 5Y | +11.3% | +28.2% | -16.9% | +5.7% |
| 10Y | +125.0% | -3.4% | +128.4% | +81.8% |
| All | +125.0% | -6.4% | +131.4% | +81.8% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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