-11.2%
HSY vs M
+106.8%
-118.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.2% | +3.6% | -0.5% |
| 7D | -3.0% | -4.1% | +1.1% | -2.8% |
| 30D | -5.0% | -13.6% | +8.6% | -4.6% |
| 3M | -1.3% | -2.3% | +1.0% | -1.2% |
| 6M | -21.5% | +21.9% | -43.4% | -22.0% |
| YTD | -3.3% | -0.6% | -2.7% | -3.3% |
| 1Y | -5.5% | +29.7% | -35.2% | -6.4% |
| All | -11.2% | +106.8% | -118.0% | -13.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling