+67.5%
MAS vs HSY
+1.4%
+66.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +4.2% | +1.5% | +4.7% |
| 7D | +14.2% | +6.6% | +7.6% | +12.5% |
| 30D | +26.8% | +8.4% | +18.4% | +24.7% |
| 3M | +13.1% | -1.8% | +14.9% | +13.4% |
| 6M | +27.9% | -2.6% | +30.6% | +28.1% |
| YTD | +38.7% | -2.0% | +40.6% | +38.7% |
| 1Y | +40.4% | +8.3% | +32.0% | +37.9% |
| All | +67.5% | +1.4% | +66.0% | +63.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling