+240.4%
MNST vs HSY
+122.8%
+117.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.6% |
| 7D | -4.1% | -1.6% | -2.5% | -3.5% |
| 30D | -4.5% | -4.2% | -0.3% | -2.7% |
| 3M | -2.5% | -0.7% | -1.7% | -2.4% |
| 6M | +14.1% | -21.8% | +35.9% | +25.9% |
| YTD | +12.6% | -2.7% | +15.2% | +12.4% |
| 1Y | +36.9% | -4.8% | +41.8% | +37.5% |
| 3Y | +53.1% | -9.4% | +62.5% | +54.1% |
| 5Y | +78.2% | +11.3% | +67.0% | +59.7% |
| 10Y | +240.4% | +125.0% | +115.4% | +124.9% |
| All | +240.4% | +122.8% | +117.5% | +124.9% |
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