+4,353.6%
HSY vs MTB
+7,638.9%
-3,285.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.5% |
| 7D | -2.1% | +1.5% | -3.7% | -2.4% |
| 30D | +6.1% | +2.3% | +3.8% | +5.6% |
| 3M | -5.6% | -12.1% | +6.5% | -3.5% |
| 6M | -9.5% | +9.8% | -19.4% | -11.1% |
| YTD | -2.1% | +12.0% | -14.1% | -4.3% |
| 1Y | +0.8% | +22.0% | -21.3% | -3.0% |
| 3Y | -2.1% | +107.6% | -109.7% | -15.6% |
| 5Y | +11.2% | +61.9% | -50.6% | -1.8% |
| 10Y | +128.3% | +116.3% | +12.0% | +80.4% |
| All | +4,353.6% | +7,638.9% | -3,285.3% | +1,602.8% |
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