+4.9%
MSFT vs HSY
+0.7%
+4.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.3% |
| 7D | -1.3% | -2.1% | +0.9% | -1.6% |
| 30D | -1.8% | +6.1% | -7.9% | -0.8% |
| 3M | +5.6% | -5.6% | +11.3% | +4.7% |
| 6M | +29.8% | -9.5% | +39.4% | +26.1% |
| YTD | +9.0% | -2.1% | +11.1% | +7.7% |
| 1Y | +4.9% | +0.8% | +4.2% | +4.3% |
| All | +4.9% | +0.7% | +4.2% | +4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling