+130.3%
MRK vs HSY
+12.8%
+117.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.2% | -3.2% | -2.3% |
| 7D | -5.0% | -0.4% | -4.6% | -4.9% |
| 30D | +11.0% | -3.4% | +14.4% | +12.2% |
| 3M | +22.4% | -0.5% | +22.9% | +22.4% |
| 6M | +25.4% | -19.1% | +44.5% | +33.0% |
| YTD | +39.5% | -2.1% | +41.6% | +40.0% |
| 1Y | +78.0% | -3.2% | +81.2% | +78.8% |
| 3Y | +45.5% | -8.8% | +54.4% | +47.2% |
| 5Y | +130.3% | +13.0% | +117.3% | +122.9% |
| All | +130.3% | +12.8% | +117.5% | +122.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling