+10.6%
HSY vs MTB
+61.4%
-50.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.8% |
| 7D | -2.3% | 0.0% | -2.3% | -2.3% |
| 30D | +6.3% | +0.8% | +5.4% | +6.2% |
| 3M | -5.2% | -12.8% | +7.6% | -4.1% |
| 6M | -8.3% | +6.7% | -15.0% | -8.8% |
| YTD | -2.7% | +11.3% | -14.0% | -3.5% |
| 1Y | +0.1% | +20.2% | -20.0% | -1.4% |
| 3Y | -1.0% | +103.8% | -104.8% | -7.7% |
| 5Y | +10.6% | +60.9% | -50.3% | +4.7% |
| All | +10.6% | +61.4% | -50.8% | +4.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling