+8.3%
HSY vs MKC
-18.2%
+26.5%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.4% | -1.3% | +1.9% |
| 7D | +6.6% | +9.6% | -3.0% | +2.6% |
| 30D | +8.4% | +12.0% | -3.6% | +3.6% |
| 3M | -1.8% | -2.0% | +0.2% | -1.2% |
| 6M | -2.6% | +7.2% | -9.8% | -5.4% |
| YTD | -2.0% | -23.7% | +21.8% | +9.3% |
| 1Y | +8.3% | -18.3% | +26.6% | +16.3% |
| All | +8.3% | -18.2% | +26.5% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 1y: compounded portfolio wealth divided by compounded MKC 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…
1y analysis · Full analysis span regression · 6 months rolling