+3,134.4%
MTZ vs HSY
+4,402.6%
-1,268.2%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.1% | +3.2% | +2.4% |
| 7D | -1.6% | -3.3% | +1.7% | -0.9% |
| 30D | -11.1% | -2.8% | -8.3% | -10.6% |
| 3M | -36.7% | -4.5% | -32.2% | -36.4% |
| 6M | -21.9% | -24.2% | +2.3% | -17.6% |
| YTD | +9.1% | -2.7% | +11.9% | +8.7% |
| 1Y | +30.0% | -3.7% | +33.7% | +29.4% |
| 3Y | +138.5% | -11.5% | +149.9% | +137.2% |
| 5Y | +158.3% | +10.3% | +148.0% | +140.7% |
| 10Y | +700.8% | +122.1% | +578.7% | +528.6% |
| All | +3,134.4% | +4,402.6% | -1,268.2% | +1,684.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling