+181.3%
MS vs HSY
-11.4%
+192.7%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.2% |
| 7D | +1.4% | -3.3% | +4.7% | +1.2% |
| 30D | -0.3% | -2.8% | +2.6% | -0.4% |
| 3M | +0.3% | -4.5% | +4.8% | +0.2% |
| 6M | +31.3% | -24.2% | +55.6% | +31.4% |
| YTD | +24.7% | -2.7% | +27.4% | +24.2% |
| 1Y | +47.9% | -3.7% | +51.7% | +47.3% |
| All | +181.3% | -11.4% | +192.7% | +181.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling