+554.8%
MA vs HSY
+122.5%
+432.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.1% | +1.3% |
| 7D | -0.3% | +1.3% | -1.7% | -0.8% |
| 30D | +11.3% | +6.6% | +4.7% | +8.8% |
| 3M | +16.7% | -4.1% | +20.8% | +18.1% |
| 6M | +32.8% | -5.2% | +38.0% | +34.5% |
| YTD | +15.6% | -2.5% | +18.2% | +15.0% |
| 1Y | +19.6% | +4.7% | +14.8% | +15.8% |
| 3Y | +72.1% | +0.6% | +71.5% | +64.0% |
| 5Y | +96.0% | +11.7% | +84.4% | +73.6% |
| 10Y | +554.8% | +120.0% | +434.8% | +381.6% |
| All | +554.8% | +122.5% | +432.3% | +381.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HSY.
Daily Out/Under-Performance
Portfolio return minus HSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HSY 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 HSY 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