+3,019.3%
HSY vs MTCH
+14,456.1%
-11,436.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.7% |
| 7D | -3.0% | -2.4% | -0.6% | -2.8% |
| 30D | -5.0% | +12.8% | -17.8% | -5.6% |
| 3M | -1.3% | +20.0% | -21.3% | -2.3% |
| 6M | -21.5% | +34.7% | -56.2% | -22.8% |
| YTD | -3.3% | +30.6% | -33.8% | -4.8% |
| 1Y | -5.5% | +10.9% | -16.4% | -6.3% |
| 3Y | -9.9% | -2.0% | -7.9% | -10.7% |
| 5Y | +11.3% | -72.6% | +84.0% | +16.4% |
| 10Y | +128.1% | +197.9% | -69.8% | +105.9% |
| All | +3,019.3% | +14,456.1% | -11,436.8% | +2,533.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling