+112.4%
MS vs HSY
+14.9%
+97.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | -1.6% | +7.5% | -9.1% | -1.7% |
| 30D | -3.8% | +11.1% | -14.8% | -4.0% |
| 3M | -14.6% | -1.9% | -12.7% | -14.6% |
| 6M | -5.1% | -3.0% | -2.1% | -5.0% |
| YTD | +4.5% | 0.0% | +4.5% | +3.9% |
| 1Y | +13.5% | +9.4% | +4.1% | +11.9% |
| 3Y | +160.4% | +3.8% | +156.6% | +154.7% |
| All | +112.4% | +14.9% | +97.6% | +103.1% |
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 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