+4,325.0%
HSY vs MTB
+8,294.1%
-3,969.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -3.3% | +1.7% | -5.0% | -3.6% |
| 30D | -2.8% | -4.2% | +1.4% | -2.1% |
| 3M | -4.5% | +8.9% | -13.4% | -5.9% |
| 6M | -24.2% | +10.9% | -35.1% | -25.7% |
| YTD | -2.7% | +21.5% | -24.2% | -6.2% |
| 1Y | -3.7% | +21.9% | -25.7% | -7.4% |
| 3Y | -11.5% | +109.2% | -120.7% | -23.9% |
| 5Y | +10.3% | +102.0% | -91.6% | -6.7% |
| 10Y | +122.1% | +171.9% | -49.8% | +68.0% |
| All | +4,325.0% | +8,294.1% | -3,969.1% | +1,568.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling