+377.6%
META vs HSY
+122.7%
+254.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.2% |
| 7D | +6.7% | -3.3% | +10.0% | +7.2% |
| 30D | +4.8% | -2.8% | +7.6% | +5.2% |
| 3M | -1.6% | -4.5% | +2.9% | -1.0% |
| 6M | -7.5% | -24.2% | +16.8% | -3.7% |
| YTD | -6.4% | -2.7% | -3.7% | -6.4% |
| 1Y | -17.3% | -3.7% | -13.6% | -17.4% |
| 3Y | +109.9% | -11.5% | +121.4% | +111.8% |
| 5Y | +65.4% | +10.3% | +55.0% | +56.1% |
| All | +377.6% | +122.7% | +254.9% | +335.0% |
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