+2.2%
HSY vs MULL
+2,366.2%
-2,363.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -9.3% | +10.6% | +0.9% |
| 7D | -0.4% | +3.6% | -4.0% | -0.2% |
| 30D | -3.4% | +22.0% | -25.5% | -2.6% |
| 3M | -0.5% | -8.6% | +8.1% | +0.4% |
| 6M | -19.1% | +248.5% | -267.7% | -15.8% |
| YTD | -2.1% | +516.3% | -518.4% | +3.5% |
| 1Y | -3.2% | +2,036.6% | -2,039.9% | +4.9% |
| All | +2.2% | +2,366.2% | -2,363.9% | +11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 10y: compounded portfolio wealth divided by compounded MULL 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…
10y analysis · Full analysis span regression · 6 months rolling