+304.5%
MSTR vs HSY
-10.5%
+314.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.7% |
| 7D | +12.2% | -3.3% | +15.5% | +11.3% |
| 30D | +45.2% | -2.8% | +48.0% | +44.2% |
| 3M | +10.4% | -4.5% | +14.9% | +9.3% |
| 6M | -2.5% | -24.2% | +21.7% | -9.7% |
| YTD | -6.0% | -2.7% | -3.3% | -5.2% |
| 1Y | -56.4% | -3.7% | -52.7% | -56.1% |
| All | +304.5% | -10.5% | +314.9% | +295.8% |
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