+344.3%
MNST vs HSY
+131.4%
+212.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.5% |
| 7D | -6.9% | +1.1% | -8.0% | -7.4% |
| 30D | +3.7% | +7.7% | -3.9% | +0.4% |
| 3M | -0.3% | -2.3% | +2.0% | +0.5% |
| 6M | +5.1% | -5.3% | +10.4% | +6.8% |
| YTD | +18.4% | -0.9% | +19.3% | +17.1% |
| 1Y | +26.3% | +5.2% | +21.0% | +21.4% |
| 3Y | +64.3% | +0.7% | +63.5% | +56.7% |
| 5Y | +96.8% | +12.2% | +84.6% | +75.6% |
| All | +344.3% | +131.4% | +212.9% | +173.7% |
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