+3,369.6%
HSY vs M
+396.5%
+2,973.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.6% | -3.7% | -1.4% |
| 7D | -3.3% | +4.7% | -8.0% | -3.8% |
| 30D | -2.8% | -9.6% | +6.8% | -1.8% |
| 3M | -4.5% | +0.9% | -5.3% | -4.7% |
| 6M | -24.2% | +22.3% | -46.5% | -26.1% |
| YTD | -2.7% | +6.5% | -9.3% | -3.9% |
| 1Y | -3.7% | +38.8% | -42.5% | -7.7% |
| 3Y | -11.5% | +115.9% | -127.4% | -21.3% |
| 5Y | +10.3% | +28.6% | -18.3% | -0.7% |
| 10Y | +122.1% | -2.5% | +124.7% | +85.3% |
| All | +3,369.6% | +396.5% | +2,973.1% | +1,898.8% |
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 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