+462.9%
META vs HSY
+128.6%
+334.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.6% | +2.3% | +2.8% |
| 7D | +5.2% | -2.1% | +7.3% | +5.4% |
| 30D | -13.0% | +6.1% | -19.1% | -13.9% |
| 3M | +7.9% | -5.6% | +13.6% | +8.7% |
| 6M | +4.2% | -9.5% | +13.8% | +5.5% |
| YTD | -2.5% | -2.1% | -0.4% | -2.8% |
| 1Y | +5.6% | +0.8% | +4.8% | +4.7% |
| 3Y | +96.8% | -2.1% | +98.9% | +93.1% |
| 5Y | +90.0% | +11.2% | +78.8% | +79.3% |
| All | +462.9% | +128.6% | +334.4% | +423.4% |
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