+127.8%
HSY vs M
-3.0%
+130.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.3% | +0.2% |
| 7D | +3.8% | +5.0% | -1.2% | +3.5% |
| 30D | +6.9% | +10.6% | -3.7% | +6.3% |
| 3M | -4.1% | +1.6% | -5.7% | -4.2% |
| 6M | -5.0% | +30.8% | -35.8% | -6.5% |
| YTD | -2.3% | +16.9% | -19.2% | -3.4% |
| 1Y | +6.1% | +26.3% | -20.2% | +4.4% |
| 3Y | -0.7% | +158.6% | -159.3% | -7.1% |
| 5Y | +9.9% | +2.1% | +7.8% | +6.5% |
| 10Y | +127.8% | -4.3% | +132.1% | +86.7% |
| All | +127.8% | -3.0% | +130.9% | +86.7% |
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