+5,285.6%
MS vs HSY
+2,806.0%
+2,479.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.7% | -7.6% | -6.6% |
| 7D | -3.4% | +10.7% | -14.1% | -7.3% |
| 30D | -3.9% | +10.3% | -14.3% | -7.8% |
| 3M | -15.9% | -0.4% | -15.5% | -16.2% |
| 6M | -2.5% | -2.5% | +0.1% | -2.9% |
| YTD | +5.1% | -0.3% | +5.4% | +2.5% |
| 1Y | +13.0% | +7.6% | +5.4% | +6.6% |
| 3Y | +160.7% | +3.2% | +157.5% | +140.7% |
| 5Y | +114.0% | +14.7% | +99.3% | +85.1% |
| 10Y | +637.5% | +126.0% | +511.4% | +366.5% |
| All | +5,285.6% | +2,806.0% | +2,479.6% | +1,528.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling