+15.6%
HSY vs M
-11.5%
+27.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.6% | +5.0% | +0.5% |
| 7D | +7.5% | -4.3% | +11.8% | +7.6% |
| 30D | +11.1% | +1.3% | +9.8% | +11.0% |
| 3M | -1.9% | -7.4% | +5.4% | -1.8% |
| 6M | -3.0% | +18.3% | -21.3% | -3.4% |
| YTD | 0.0% | +7.6% | -7.5% | -0.3% |
| 1Y | +9.4% | +17.4% | -8.0% | +8.8% |
| 3Y | +3.8% | +108.4% | -104.6% | +1.4% |
| All | +15.6% | -11.5% | +27.1% | +15.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling