+222.1%
MAS vs HSY
+124.8%
+97.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.7% | -5.1% | -4.0% |
| 7D | +4.6% | +10.7% | -6.1% | +0.9% |
| 30D | +19.9% | +10.3% | +9.5% | +15.8% |
| 3M | +8.9% | -0.4% | +9.3% | +8.9% |
| 6M | +20.2% | -2.5% | +22.7% | +20.6% |
| YTD | +33.9% | -0.3% | +34.2% | +32.6% |
| 1Y | +34.7% | +7.6% | +27.1% | +29.7% |
| 3Y | +60.4% | +3.2% | +57.2% | +52.6% |
| 5Y | +43.5% | +14.7% | +28.7% | +26.7% |
| All | +222.1% | +124.8% | +97.3% | +120.8% |
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