+1.0%
HSY vs MULL
+2,620.5%
-2,619.5%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.4% | -6.0% | -0.4% |
| 7D | -3.0% | +14.8% | -17.7% | -2.5% |
| 30D | -5.0% | +36.6% | -41.6% | -3.9% |
| 3M | -1.3% | -8.9% | +7.6% | -0.3% |
| 6M | -21.5% | +311.9% | -333.4% | -17.8% |
| YTD | -3.3% | +579.8% | -583.1% | +2.6% |
| 1Y | -5.5% | +2,421.5% | -2,427.0% | +2.8% |
| All | +1.0% | +2,620.5% | -2,619.5% | +10.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling