+464.8%
HSY vs MKTX
+1,442.6%
-977.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.2% |
| 6M | -19.2% | -8.0% | -11.2% | -18.9% |
| YTD | -2.6% | -8.7% | +6.1% | -2.3% |
| 1Y | -3.8% | -11.8% | +8.1% | -3.1% |
| 3Y | -10.6% | -24.0% | +13.4% | -9.4% |
| 5Y | +12.3% | -60.3% | +72.6% | +22.0% |
| 10Y | +129.6% | +5.0% | +124.6% | +117.4% |
| All | +464.8% | +1,442.6% | -977.8% | +250.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling