-17.3%
MCD vs HSY
-3.5%
-13.7%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.2% |
| 7D | -2.8% | -3.3% | +0.5% | -1.9% |
| 30D | -6.0% | -2.8% | -3.2% | -5.3% |
| 3M | -5.6% | -4.5% | -1.1% | -4.6% |
| 6M | -21.9% | -24.2% | +2.4% | -17.4% |
| YTD | -14.7% | -2.7% | -12.0% | -14.8% |
| 1Y | -17.3% | -3.7% | -13.5% | -18.3% |
| All | -17.3% | -3.5% | -13.7% | -18.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling