+13.0%
HSY vs MKC
-33.9%
+46.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +2.0% | +1.6% |
| 7D | -0.4% | -2.8% | +2.4% | +0.8% |
| 30D | -3.4% | -3.4% | -0.1% | -2.1% |
| 3M | -0.5% | +3.8% | -4.3% | -2.2% |
| 6M | -19.1% | -17.9% | -1.2% | -12.5% |
| YTD | -2.1% | -23.6% | +21.6% | +9.0% |
| 1Y | -3.2% | -23.1% | +19.8% | +7.1% |
| 3Y | -8.8% | -31.5% | +22.7% | +5.5% |
| 5Y | +13.0% | -33.1% | +46.0% | +34.8% |
| All | +13.0% | -33.9% | +46.9% | +34.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling