+242.5%
MET vs HSY
+130.0%
+112.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +0.8% |
| 7D | -2.5% | -0.4% | -2.1% | -2.3% |
| 30D | 0.0% | -3.4% | +3.4% | +1.0% |
| 3M | +13.1% | -0.5% | +13.6% | +13.0% |
| 6M | +39.0% | -19.1% | +58.1% | +47.7% |
| YTD | +25.2% | -2.1% | +27.3% | +24.0% |
| 1Y | +25.6% | -3.2% | +28.9% | +24.6% |
| 3Y | +67.1% | -8.8% | +75.9% | +66.0% |
| 5Y | +85.1% | +13.0% | +72.2% | +62.1% |
| All | +242.5% | +130.0% | +112.6% | +171.9% |
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 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