+67.9%
MSFT vs HSY
+11.7%
+56.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.2% |
| 7D | +2.3% | +3.8% | -1.5% | +2.2% |
| 30D | -0.4% | +6.9% | -7.2% | -0.7% |
| 3M | +5.6% | -4.1% | +9.6% | +5.7% |
| 6M | +29.0% | -5.0% | +33.9% | +29.0% |
| YTD | +10.9% | -2.3% | +13.2% | +10.0% |
| 1Y | +6.2% | +6.1% | +0.1% | +4.3% |
| 3Y | +47.6% | -0.7% | +48.3% | +44.3% |
| 5Y | +67.9% | +9.9% | +58.1% | +63.3% |
| All | +67.9% | +11.7% | +56.3% | +63.3% |
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 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