-7.5%
MSCI vs HSY
+10.4%
-17.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.1% |
| 7D | +0.4% | -3.3% | +3.7% | +1.0% |
| 30D | +0.6% | -2.8% | +3.4% | +1.1% |
| 3M | -7.1% | -4.5% | -2.6% | -6.3% |
| 6M | +0.8% | -24.2% | +25.1% | +5.7% |
| YTD | +1.0% | -2.7% | +3.7% | +0.7% |
| 1Y | +4.3% | -3.7% | +8.1% | +4.1% |
| 3Y | +9.9% | -11.5% | +21.4% | +11.8% |
| All | -7.5% | +10.4% | -17.9% | -16.2% |
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 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