-10.6%
HSY vs MTCH
-0.9%
-9.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -1.9% | -0.7% |
| 7D | +0.1% | +1.3% | -1.2% | 0.0% |
| 30D | -5.2% | +15.9% | -21.1% | -6.2% |
| 3M | -3.4% | +23.3% | -26.7% | -4.8% |
| 6M | -19.2% | +40.1% | -59.3% | -21.2% |
| YTD | -2.6% | +33.6% | -36.2% | -4.8% |
| 1Y | -3.8% | +14.1% | -17.9% | -4.8% |
| 3Y | -10.6% | +1.4% | -12.0% | -12.4% |
| All | -10.6% | -0.9% | -9.7% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 3y: compounded portfolio wealth divided by compounded MTCH 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…
3y analysis · Full analysis span regression · 6 months rolling