+313.1%
MNST vs HSY
+122.5%
+190.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.4% | +0.9% |
| 7D | -5.0% | +1.3% | -6.3% | -5.5% |
| 30D | +4.6% | +6.6% | -2.0% | +1.6% |
| 3M | +1.0% | -4.1% | +5.1% | +2.7% |
| 6M | +5.8% | -5.2% | +11.0% | +7.5% |
| YTD | +19.1% | -2.5% | +21.6% | +18.6% |
| 1Y | +30.9% | +4.7% | +26.2% | +26.0% |
| 3Y | +65.7% | +0.6% | +65.2% | +58.0% |
| 5Y | +99.0% | +11.7% | +87.3% | +77.6% |
| 10Y | +313.1% | +120.0% | +193.1% | +160.2% |
| All | +313.1% | +122.5% | +190.6% | +160.2% |
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