+2,498.9%
MAR vs HSY
+817.3%
+1,681.7%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.5% |
| 7D | -4.2% | -3.3% | -0.9% | -3.1% |
| 30D | -6.7% | -2.8% | -3.9% | -5.8% |
| 3M | -12.5% | -4.5% | -8.0% | -11.4% |
| 6M | +0.6% | -24.2% | +24.8% | +9.8% |
| YTD | +9.1% | -2.7% | +11.8% | +8.9% |
| 1Y | +26.2% | -3.7% | +29.9% | +26.1% |
| 3Y | +68.2% | -11.5% | +79.6% | +68.8% |
| 5Y | +163.9% | +10.3% | +153.6% | +140.2% |
| 10Y | +420.6% | +122.1% | +298.4% | +251.9% |
| All | +2,498.9% | +817.3% | +1,681.7% | +883.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling