+436.0%
META vs HSY
+121.1%
+314.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | +3.3% | +3.8% | -0.5% | +2.7% |
| 30D | -10.8% | +6.9% | -17.6% | -11.7% |
| 3M | +7.9% | -4.1% | +12.0% | +8.3% |
| 6M | +5.4% | -5.0% | +10.4% | +5.9% |
| YTD | -2.6% | -2.3% | -0.3% | -2.9% |
| 1Y | +1.9% | +6.1% | -4.2% | +0.2% |
| 3Y | +97.0% | -0.7% | +97.6% | +92.5% |
| 5Y | +97.6% | +9.9% | +87.8% | +87.2% |
| 10Y | +436.0% | +127.8% | +308.2% | +415.0% |
| All | +436.0% | +121.1% | +314.9% | +415.0% |
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