+556.2%
MS vs HSY
+131.3%
+424.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.2% | +1.2% |
| 7D | -1.7% | +1.1% | -2.8% | -2.1% |
| 30D | +0.9% | +7.7% | -6.8% | -1.4% |
| 3M | -10.8% | -2.3% | -8.5% | -10.6% |
| 6M | +0.9% | -5.3% | +6.2% | +1.5% |
| YTD | +9.8% | -0.9% | +10.7% | +7.7% |
| 1Y | +17.1% | +5.2% | +11.8% | +12.3% |
| 3Y | +175.7% | +0.7% | +175.0% | +159.4% |
| 5Y | +125.9% | +12.2% | +113.7% | +94.2% |
| 10Y | +556.2% | +131.1% | +425.1% | +369.4% |
| All | +556.2% | +131.3% | +424.9% | +369.4% |
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