+4,325.0%
HSY vs MKC
+3,376.8%
+948.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.8% |
| 7D | -3.3% | -5.9% | +2.6% | -1.4% |
| 30D | -2.8% | -0.9% | -1.9% | -2.6% |
| 3M | -4.5% | +12.7% | -17.2% | -8.2% |
| 6M | -24.2% | -19.3% | -4.9% | -19.2% |
| YTD | -2.7% | -22.2% | +19.4% | +4.7% |
| 1Y | -3.7% | -23.3% | +19.6% | +4.0% |
| 3Y | -11.5% | -30.0% | +18.5% | -2.3% |
| 5Y | +10.3% | -33.8% | +44.1% | +23.1% |
| 10Y | +122.1% | +24.4% | +97.7% | +104.4% |
| All | +4,325.0% | +3,376.8% | +948.3% | +1,908.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling