+122.0%
MS vs HSY
+9.9%
+112.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.7% |
| 7D | +3.7% | -2.3% | +6.0% | +3.7% |
| 30D | +2.0% | +6.3% | -4.3% | +1.8% |
| 3M | -12.6% | -5.2% | -7.4% | -12.5% |
| 6M | -0.3% | -8.3% | +8.0% | 0.0% |
| YTD | +9.0% | -2.7% | +11.6% | +8.4% |
| 1Y | +13.9% | +0.1% | +13.7% | +12.9% |
| 3Y | +173.6% | -1.0% | +174.7% | +169.0% |
| 5Y | +122.0% | +10.6% | +111.4% | +106.9% |
| All | +122.0% | +9.9% | +112.1% | +106.9% |
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