+123.2%
HSY vs MLM
+140.0%
-16.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.5% |
| 7D | -2.3% | -2.0% | -0.3% | -2.0% |
| 30D | +6.3% | +9.5% | -3.2% | +4.5% |
| 3M | -5.2% | -4.7% | -0.5% | -4.5% |
| 6M | -8.3% | -10.7% | +2.4% | -6.7% |
| YTD | -2.7% | -16.6% | +13.9% | -0.1% |
| 1Y | +0.1% | -15.4% | +15.5% | +2.5% |
| 3Y | -1.0% | +15.9% | -17.0% | -5.7% |
| 5Y | +10.6% | +27.1% | -16.5% | +2.0% |
| All | +123.2% | +140.0% | -16.8% | +66.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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