+885.0%
MSFT vs HSY
+124.3%
+760.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.2% | -0.3% |
| 7D | -1.0% | -3.0% | +1.9% | -0.2% |
| 30D | -2.7% | -5.0% | +2.4% | -1.4% |
| 3M | +22.1% | -1.3% | +23.4% | +22.1% |
| 6M | +20.6% | -21.5% | +42.1% | +28.2% |
| YTD | +2.3% | -3.3% | +5.6% | +1.3% |
| 1Y | -0.5% | -5.5% | +4.9% | -1.1% |
| 3Y | +50.5% | -9.9% | +60.5% | +49.2% |
| 5Y | +72.3% | +11.3% | +61.0% | +51.6% |
| 10Y | +885.0% | +128.1% | +757.0% | +576.2% |
| All | +885.0% | +124.3% | +760.7% | +576.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling