+127.8%
HSY vs MTB
+172.9%
-45.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.2% |
| 7D | -0.4% | -0.4% | 0.0% | -0.4% |
| 30D | -3.4% | -4.6% | +1.2% | -2.8% |
| 3M | -0.5% | +7.4% | -7.9% | -1.5% |
| 6M | -19.1% | +18.7% | -37.8% | -21.1% |
| YTD | -2.1% | +21.1% | -23.1% | -4.7% |
| 1Y | -3.2% | +24.1% | -27.3% | -6.3% |
| 3Y | -8.8% | +115.3% | -124.2% | -19.5% |
| 5Y | +13.0% | +106.0% | -93.1% | -1.6% |
| All | +127.8% | +172.9% | -45.1% | +86.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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