+4,353.6%
HSY vs MKC
+3,068.3%
+1,285.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.2% |
| 7D | -2.1% | -3.0% | +0.8% | -1.2% |
| 30D | +6.1% | +4.8% | +1.3% | +4.5% |
| 3M | -5.6% | -12.8% | +7.2% | -1.5% |
| 6M | -9.5% | +5.0% | -14.6% | -11.2% |
| YTD | -2.1% | -29.1% | +27.0% | +8.5% |
| 1Y | +0.8% | -26.4% | +27.2% | +10.3% |
| 3Y | -2.1% | -21.6% | +19.5% | +4.4% |
| 5Y | +11.2% | -35.2% | +46.5% | +25.0% |
| 10Y | +128.3% | +25.6% | +102.6% | +110.2% |
| All | +4,353.6% | +3,068.3% | +1,285.3% | +1,980.4% |
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