+51.2%
MSFT vs HSY
-9.5%
+60.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.2% | -1.1% |
| 7D | -1.4% | -1.6% | +0.1% | -1.5% |
| 30D | -1.0% | -4.2% | +3.2% | -1.3% |
| 3M | +20.2% | -0.7% | +20.9% | +20.1% |
| 6M | +21.3% | -21.8% | +43.1% | +19.5% |
| YTD | +2.8% | -2.7% | +5.4% | +2.1% |
| 1Y | 0.0% | -4.8% | +4.8% | -0.7% |
| 3Y | +51.2% | -9.4% | +60.6% | +54.3% |
| All | +51.2% | -9.5% | +60.7% | +54.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling