+427.0%
MCK vs HSY
+128.6%
+298.4%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.3% |
| 7D | -2.9% | +0.1% | -3.0% | -3.0% |
| 30D | +0.4% | -5.2% | +5.6% | +2.0% |
| 3M | +12.1% | -3.4% | +15.5% | +13.1% |
| 6M | -5.4% | -19.2% | +13.8% | +0.7% |
| YTD | +7.8% | -2.6% | +10.4% | +8.6% |
| 1Y | +22.9% | -3.8% | +26.7% | +23.9% |
| 3Y | +110.7% | -10.6% | +121.4% | +114.1% |
| 5Y | +346.2% | +12.3% | +333.9% | +309.3% |
| All | +427.0% | +128.6% | +298.4% | +493.5% |
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