+224.4%
MRK vs HSY
+128.6%
+95.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | 0.0% | -0.3% |
| 7D | -4.3% | +0.1% | -4.4% | -4.3% |
| 30D | +8.3% | -5.2% | +13.5% | +10.3% |
| 3M | +20.0% | -3.4% | +23.4% | +21.3% |
| 6M | +25.7% | -19.2% | +44.9% | +34.8% |
| YTD | +38.7% | -2.6% | +41.4% | +39.3% |
| 1Y | +74.7% | -3.8% | +78.5% | +75.7% |
| 3Y | +45.4% | -10.6% | +56.0% | +47.6% |
| 5Y | +129.0% | +12.3% | +116.7% | +110.8% |
| All | +224.4% | +128.6% | +95.8% | +162.1% |
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