+3,468.4%
HSY vs M
+401.4%
+3,067.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.6% | +5.0% | +0.8% |
| 7D | +7.5% | -4.3% | +11.8% | +8.0% |
| 30D | +11.1% | +1.3% | +9.8% | +10.8% |
| 3M | -1.9% | -7.4% | +5.4% | -1.3% |
| 6M | -3.0% | +18.3% | -21.3% | -5.1% |
| YTD | 0.0% | +7.6% | -7.5% | -1.4% |
| 1Y | +9.4% | +17.4% | -8.0% | +6.7% |
| 3Y | +3.8% | +108.4% | -104.6% | -7.4% |
| 5Y | +15.2% | -10.6% | +25.8% | +8.7% |
| 10Y | +126.9% | -3.2% | +130.0% | +89.3% |
| All | +3,468.4% | +401.4% | +3,067.0% | +1,950.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling