+425.7%
META vs HSY
+122.5%
+303.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.6% | +7.7% | +5.5% |
| 7D | +5.7% | +1.3% | +4.4% | +5.5% |
| 30D | -10.8% | +6.6% | -17.4% | -11.7% |
| 3M | +8.4% | -4.1% | +12.5% | +8.9% |
| 6M | +5.4% | -5.2% | +10.6% | +6.0% |
| YTD | -2.6% | -2.5% | 0.0% | -2.8% |
| 1Y | +3.5% | +4.7% | -1.2% | +2.0% |
| 3Y | +102.0% | +0.6% | +101.4% | +96.6% |
| 5Y | +93.1% | +11.7% | +81.4% | +81.8% |
| 10Y | +425.7% | +120.0% | +305.7% | +392.3% |
| All | +425.7% | +122.5% | +303.2% | +392.3% |
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