+126.5%
HSY vs MKC
+29.9%
+96.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.8% |
| 7D | +0.1% | -1.5% | +1.6% | +0.8% |
| 30D | -5.2% | -3.1% | -2.1% | -3.8% |
| 3M | -3.4% | +5.2% | -8.6% | -5.8% |
| 6M | -19.2% | -12.8% | -6.4% | -14.5% |
| YTD | -2.6% | -23.3% | +20.7% | +9.0% |
| 1Y | -3.8% | -24.1% | +20.3% | +8.0% |
| 3Y | -10.6% | -32.1% | +21.5% | +4.5% |
| 5Y | +12.3% | -32.8% | +45.1% | +30.2% |
| All | +126.5% | +29.9% | +96.6% | +92.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling