+194.4%
MET vs HSY
+128.6%
+65.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.6% |
| 7D | +4.5% | -2.1% | +6.6% | +5.1% |
| 30D | +3.5% | +6.1% | -2.6% | +1.4% |
| 3M | +5.9% | -5.6% | +11.6% | +7.6% |
| 6M | +33.1% | -9.5% | +42.6% | +36.6% |
| YTD | +33.6% | -2.1% | +35.7% | +32.0% |
| 1Y | +32.7% | +0.8% | +31.9% | +29.7% |
| 3Y | +85.0% | -2.1% | +87.2% | +77.7% |
| 5Y | +85.6% | +11.2% | +74.3% | +62.4% |
| All | +194.4% | +128.6% | +65.8% | +119.3% |
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 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