+114.4%
MTUM vs HSY
-9.3%
+123.8%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.2% |
| 7D | +0.7% | +0.1% | +0.6% | +0.7% |
| 30D | -2.4% | -5.2% | +2.7% | -3.0% |
| 3M | -3.6% | -3.4% | -0.2% | -3.7% |
| 6M | +23.7% | -19.2% | +42.9% | +22.8% |
| YTD | +22.9% | -2.6% | +25.5% | +23.1% |
| 1Y | +21.8% | -3.8% | +25.5% | +21.9% |
| 3Y | +114.4% | -10.6% | +125.1% | +119.3% |
| All | +114.4% | -9.3% | +123.8% | +119.3% |
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