+810.2%
MS vs HSY
+121.4%
+688.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.6% |
| 7D | +1.4% | -3.3% | +4.7% | +2.3% |
| 30D | -0.3% | -2.8% | +2.6% | +0.4% |
| 3M | +0.3% | -4.5% | +4.8% | +1.0% |
| 6M | +31.3% | -24.2% | +55.6% | +41.7% |
| YTD | +24.7% | -2.7% | +27.4% | +23.3% |
| 1Y | +47.9% | -3.7% | +51.7% | +46.2% |
| 3Y | +178.3% | -11.5% | +189.8% | +178.4% |
| 5Y | +144.9% | +10.3% | +134.6% | +112.8% |
| All | +810.2% | +121.4% | +688.9% | +587.0% |
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