+126.5%
HSY vs MKTX
+5.0%
+121.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | +0.1% | -0.2% | +0.3% | +0.1% |
| 30D | -5.2% | +0.7% | -5.9% | -5.3% |
| 3M | -3.4% | +40.8% | -44.2% | -9.5% |
| 6M | -19.2% | -8.0% | -11.2% | -18.4% |
| YTD | -2.6% | -8.7% | +6.1% | -1.7% |
| 1Y | -3.8% | -11.8% | +8.1% | -2.4% |
| 3Y | -10.6% | -24.0% | +13.4% | -8.8% |
| 5Y | +12.3% | -60.3% | +72.6% | +28.6% |
| All | +126.5% | +5.0% | +121.4% | +121.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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